+32.6%
XYZ vs MSFU
-1.7%
+34.3%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +5.5% | -1.8% | +2.3% |
| 7D | +14.9% | +14.6% | +0.3% | +11.6% |
| 30D | +14.7% | +2.1% | +12.5% | +13.9% |
| 3M | +12.1% | +14.7% | -2.6% | +8.5% |
| 6M | +18.3% | +55.7% | -37.3% | +6.3% |
| YTD | +36.1% | +7.1% | +29.0% | +25.5% |
| All | +32.6% | -1.7% | +34.3% | +22.4% |
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