+5.8%
XLU vs MSFU
-18.4%
+24.2%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.2% | +4.3% | 0.0% |
| 7D | +0.8% | -5.7% | +6.5% | +0.6% |
| 30D | -1.3% | +4.2% | -5.5% | -1.2% |
| 3M | -1.3% | +27.9% | -29.2% | -0.5% |
| 6M | -7.6% | +37.1% | -44.8% | -6.8% |
| YTD | +2.3% | -7.4% | +9.6% | +4.7% |
| 1Y | +5.8% | -19.6% | +25.4% | +9.2% |
| All | +5.8% | -18.4% | +24.2% | +9.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling