+26.2%
XYZ vs MSFU
+95.0%
-68.8%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.3% | +1.0% | -1.7% |
| 7D | +12.6% | +4.0% | +8.6% | +11.2% |
| 30D | +10.8% | -2.3% | +13.1% | +11.6% |
| 3M | +8.4% | +7.1% | +1.3% | +5.0% |
| 6M | +14.3% | +48.9% | -34.6% | -5.7% |
| YTD | +31.5% | +2.4% | +29.0% | +24.5% |
| 1Y | +28.1% | -8.1% | +36.2% | +26.9% |
| 3Y | +66.2% | +25.2% | +41.0% | +28.3% |
| All | +26.2% | +95.0% | -68.8% | -33.9% |
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