+40.9%
XLP vs MSFU
+88.0%
-47.2%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.4% |
| 7D | +2.5% | -2.8% | +5.3% | +2.6% |
| 30D | +7.3% | -5.3% | +12.6% | +7.4% |
| 3M | +8.1% | +7.2% | +0.8% | +7.7% |
| 6M | +10.5% | +51.0% | -40.5% | +8.5% |
| YTD | +21.2% | -1.2% | +22.4% | +21.4% |
| 1Y | +22.7% | -10.3% | +33.0% | +23.7% |
| 3Y | +44.8% | +22.2% | +22.6% | +38.4% |
| All | +40.9% | +88.0% | -47.2% | +25.7% |
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