+46.0%
XOM vs MSFU
-18.4%
+64.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.2% | +2.5% | -1.9% |
| 7D | +1.8% | -5.7% | +7.5% | +1.5% |
| 30D | +5.9% | +4.2% | +1.7% | +6.1% |
| 3M | +5.6% | +27.9% | -22.3% | +6.7% |
| 6M | +7.9% | +37.1% | -29.3% | +10.5% |
| YTD | +35.2% | -7.4% | +42.5% | +35.7% |
| 1Y | +46.0% | -19.6% | +65.6% | +49.0% |
| All | +46.0% | -18.4% | +64.4% | +49.0% |
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 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