+20.4%
XLV vs MSFU
-19.1%
+39.6%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.2% |
| 7D | -3.6% | -1.8% | -1.8% | -3.6% |
| 30D | -1.8% | +0.5% | -2.3% | -1.8% |
| 3M | +7.8% | +51.9% | -44.1% | +8.1% |
| 6M | +9.1% | +35.0% | -25.8% | +8.7% |
| YTD | +7.7% | -9.0% | +16.8% | +7.3% |
| 1Y | +20.4% | -18.8% | +39.2% | +20.2% |
| All | +20.4% | -19.1% | +39.6% | +20.2% |
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