+23.9%
XYZ vs MSFU
+97.0%
-73.1%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -7.4% | +3.3% | -1.3% |
| 7D | +9.2% | +1.0% | +8.2% | +8.8% |
| 30D | +9.8% | +0.6% | +9.2% | +9.3% |
| 3M | -0.2% | +16.4% | -16.6% | -6.5% |
| 6M | +18.0% | +53.0% | -35.0% | -4.0% |
| YTD | +29.1% | +3.5% | +25.6% | +21.8% |
| 1Y | +14.1% | -7.8% | +22.0% | +13.1% |
| 3Y | +72.6% | +35.6% | +37.1% | +27.1% |
| All | +23.9% | +97.0% | -73.1% | -35.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling