+40.9%
XYZ vs MSFU
+32.9%
+8.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.2% | +3.4% | +0.5% |
| 7D | -1.0% | -5.7% | +4.7% | +0.7% |
| 30D | -1.7% | +4.2% | -5.9% | -3.2% |
| 3M | +16.7% | +27.9% | -11.2% | +6.2% |
| 6M | +26.9% | +37.1% | -10.3% | +11.0% |
| YTD | +27.1% | -7.4% | +34.5% | +26.3% |
| 1Y | +9.3% | -19.6% | +28.9% | +13.8% |
| All | +40.9% | +32.9% | +8.0% | +15.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling