+72.6%
XYZ vs MSFU
+32.6%
+40.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.9% | +3.6% | +2.3% |
| 7D | +12.1% | +2.5% | +9.7% | +11.4% |
| 30D | +12.4% | -1.3% | +13.7% | +12.7% |
| 3M | +8.2% | +8.6% | -0.5% | +5.1% |
| 6M | +20.7% | +48.4% | -27.7% | +3.8% |
| YTD | +31.3% | +1.6% | +29.8% | +26.7% |
| 1Y | +20.5% | -5.8% | +26.3% | +19.1% |
| 3Y | +72.6% | +30.9% | +41.7% | +45.6% |
| All | +72.6% | +32.6% | +40.0% | +45.6% |
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