+28.2%
XLP vs MSFU
+76.3%
-48.2%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.2% | +3.4% | -0.7% |
| 7D | -1.0% | -5.7% | +4.7% | -0.8% |
| 30D | -0.9% | +4.2% | -5.1% | -1.0% |
| 3M | +3.8% | +27.9% | -24.1% | +2.8% |
| 6M | -1.7% | +37.1% | -38.9% | -3.2% |
| YTD | +10.3% | -7.4% | +17.6% | +10.8% |
| 1Y | +7.8% | -19.6% | +27.4% | +9.2% |
| 3Y | +27.2% | +33.2% | -6.0% | +19.4% |
| All | +28.2% | +76.3% | -48.2% | +14.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling