+24.3%
XLP vs MSFU
-2.2%
+26.5%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +13.5% | -10.1% | +3.7% |
| 7D | +5.9% | +8.2% | -2.3% | +6.1% |
| 30D | +13.5% | +10.2% | +3.3% | +13.7% |
| 3M | +8.4% | +22.9% | -14.5% | +9.0% |
| 6M | +11.5% | +63.2% | -51.6% | +13.0% |
| YTD | +20.6% | +11.7% | +8.9% | +21.5% |
| 1Y | +24.3% | -3.5% | +27.8% | +25.8% |
| All | +24.3% | -2.2% | +26.5% | +25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded MSFU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling