+76.3%
MSFU vs XHB
+81.3%
-5.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.0% | -5.1% | -4.6% |
| 7D | -5.7% | -1.3% | -4.4% | -5.2% |
| 30D | +4.2% | -6.9% | +11.1% | +7.2% |
| 3M | +27.9% | -1.3% | +29.2% | +27.5% |
| 6M | +37.1% | -6.8% | +43.9% | +39.4% |
| YTD | -7.4% | +0.7% | -8.1% | -10.6% |
| 1Y | -19.6% | -11.2% | -8.4% | -17.1% |
| 3Y | +33.2% | +25.3% | +7.9% | +2.1% |
| All | +76.3% | +81.3% | -5.0% | -5.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling