+38.6%
XLP vs MSFU
+103.9%
-65.3%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.5% | -4.6% | +0.7% |
| 7D | +0.1% | +14.6% | -14.5% | -0.4% |
| 30D | +8.9% | +2.1% | +6.8% | +8.8% |
| 3M | +7.5% | +14.7% | -7.2% | +6.9% |
| 6M | +9.4% | +55.7% | -46.2% | +7.4% |
| YTD | +19.3% | +7.1% | +12.2% | +19.2% |
| 1Y | +21.7% | -0.5% | +22.2% | +22.2% |
| 3Y | +44.0% | +35.7% | +8.2% | +36.8% |
| All | +38.6% | +103.9% | -65.3% | +23.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling