+45.5%
XLY vs MSFU
+70.7%
-25.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.5% | -1.1% |
| 7D | -2.1% | -2.3% | +0.3% | -1.6% |
| 30D | -6.0% | -6.3% | +0.2% | -4.8% |
| 3M | -2.7% | +40.0% | -42.7% | -11.5% |
| 6M | -1.5% | +30.1% | -31.6% | -10.0% |
| YTD | -5.4% | -10.3% | +4.9% | -5.4% |
| 1Y | -3.8% | -19.0% | +15.2% | -1.2% |
| 3Y | +36.6% | +25.8% | +10.8% | +14.2% |
| All | +45.5% | +70.7% | -25.2% | +6.7% |
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