+40.0%
XLV vs MSFU
+70.7%
-30.7%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.3% |
| 7D | -3.7% | -2.3% | -1.3% | -3.6% |
| 30D | -1.1% | -6.3% | +5.1% | -0.8% |
| 3M | +8.2% | +40.0% | -31.7% | +5.6% |
| 6M | +8.9% | +30.1% | -21.2% | +6.3% |
| YTD | +8.5% | -10.3% | +18.9% | +9.0% |
| 1Y | +22.3% | -19.0% | +41.3% | +23.7% |
| 3Y | +32.6% | +25.8% | +6.8% | +23.1% |
| All | +40.0% | +70.7% | -30.7% | +23.0% |
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