+30.8%
XLV vs MSFU
+26.0%
+4.8%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.2% |
| 7D | -3.6% | -1.8% | -1.8% | -3.5% |
| 30D | -1.8% | +0.5% | -2.3% | -1.9% |
| 3M | +7.8% | +51.9% | -44.1% | +6.0% |
| 6M | +9.1% | +35.0% | -25.8% | +7.3% |
| YTD | +7.7% | -9.0% | +16.8% | +8.2% |
| 1Y | +20.4% | -18.8% | +39.2% | +21.7% |
| 3Y | +30.8% | +25.5% | +5.3% | +22.8% |
| All | +30.8% | +26.0% | +4.8% | +22.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling