+72.2%
MSFU vs XHB
+76.9%
-4.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.4% | +0.1% | -1.3% |
| 7D | -3.2% | +0.2% | -3.4% | -3.2% |
| 30D | -3.1% | -9.1% | +5.9% | +0.8% |
| 3M | +35.3% | -2.3% | +37.6% | +35.3% |
| 6M | +31.6% | -4.1% | +35.7% | +31.8% |
| YTD | -9.5% | -1.7% | -7.8% | -11.8% |
| 1Y | -18.4% | -15.1% | -3.3% | -13.9% |
| 3Y | +26.9% | +26.8% | +0.1% | -4.6% |
| All | +72.2% | +76.9% | -4.7% | -6.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling