+24.4%
XLU vs MSFU
+71.2%
-46.8%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.0% |
| 7D | -1.2% | -6.9% | +5.8% | -0.9% |
| 30D | -2.5% | -5.1% | +2.6% | -2.4% |
| 3M | -2.7% | +44.6% | -47.4% | -4.5% |
| 6M | -7.5% | +32.8% | -40.3% | -9.1% |
| YTD | +0.9% | -10.1% | +11.0% | +1.8% |
| 1Y | +3.3% | -19.4% | +22.7% | +5.1% |
| 3Y | +47.3% | +26.2% | +21.1% | +37.7% |
| All | +24.4% | +71.2% | -46.8% | +7.8% |
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 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