+106.6%
XOM vs MSFU
+88.0%
+18.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.5% |
| 7D | +2.8% | -2.8% | +5.6% | +2.9% |
| 30D | -3.6% | -5.3% | +1.7% | -3.6% |
| 3M | +8.2% | +7.2% | +1.0% | +8.1% |
| 6M | +14.0% | +51.0% | -36.9% | +13.3% |
| YTD | +44.6% | -1.2% | +45.8% | +45.5% |
| 1Y | +47.8% | -10.3% | +58.1% | +49.4% |
| 3Y | +79.6% | +22.2% | +57.3% | +73.3% |
| All | +106.6% | +88.0% | +18.6% | +89.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling