+39.2%
XLP vs MSFU
+97.0%
-57.8%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -7.4% | +6.6% | -0.5% |
| 7D | +3.5% | +1.0% | +2.4% | +3.4% |
| 30D | +11.6% | +0.6% | +11.0% | +11.5% |
| 3M | +7.6% | +16.4% | -8.7% | +7.0% |
| 6M | +10.0% | +53.0% | -43.0% | +8.0% |
| YTD | +19.7% | +3.5% | +16.2% | +19.8% |
| 1Y | +23.5% | -7.8% | +31.3% | +24.4% |
| 3Y | +44.0% | +35.6% | +8.4% | +36.4% |
| All | +39.2% | +97.0% | -57.8% | +24.1% |
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