+37.4%
XLP vs MSFU
+93.3%
-56.0%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.9% | +0.6% | -1.2% |
| 7D | +0.7% | +2.5% | -1.7% | +0.6% |
| 30D | +10.3% | -1.3% | +11.5% | +10.2% |
| 3M | +6.5% | +8.6% | -2.1% | +6.1% |
| 6M | +8.4% | +48.4% | -40.0% | +6.5% |
| YTD | +18.2% | +1.6% | +16.6% | +18.3% |
| 1Y | +22.4% | -5.8% | +28.2% | +23.1% |
| 3Y | +41.9% | +30.9% | +11.0% | +34.8% |
| All | +37.4% | +93.3% | -56.0% | +22.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling