+73.5%
XYZ vs MSFU
+34.7%
+38.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +5.5% | -1.8% | +1.9% |
| 7D | +14.9% | +14.6% | +0.3% | +10.3% |
| 30D | +14.7% | +2.1% | +12.5% | +13.7% |
| 3M | +12.1% | +14.7% | -2.6% | +7.1% |
| 6M | +18.3% | +55.7% | -37.3% | +0.5% |
| YTD | +36.1% | +7.1% | +29.0% | +29.1% |
| 1Y | +35.3% | -0.5% | +35.8% | +31.4% |
| 3Y | +73.5% | +35.7% | +37.7% | +47.6% |
| All | +73.5% | +34.7% | +38.7% | +47.6% |
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