-13.5%
MSFU vs XHB
-1.7%
-11.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.1% | -4.7% | -4.8% |
| 7D | -12.7% | -4.1% | -8.6% | -12.7% |
| 30D | -9.0% | +9.6% | -18.6% | -8.0% |
| 3M | +2.9% | -6.0% | +8.9% | +1.9% |
| 6M | +43.5% | +2.2% | +41.3% | +44.2% |
| YTD | -2.4% | +1.1% | -3.6% | -3.9% |
| 1Y | -13.5% | -1.7% | -11.8% | -15.2% |
| All | -13.5% | -1.7% | -11.8% | -15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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