-19.6%
MSFU vs XLRE
+9.1%
-28.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.7% | -3.4% | -4.3% |
| 7D | -5.7% | -1.2% | -4.5% | -6.0% |
| 30D | +4.2% | -2.8% | +7.0% | +3.4% |
| 3M | +27.9% | -0.2% | +28.1% | +27.2% |
| 6M | +37.1% | +1.9% | +35.2% | +32.6% |
| YTD | -7.4% | +10.6% | -17.9% | -8.0% |
| 1Y | -19.6% | +8.8% | -28.4% | -21.3% |
| All | -19.6% | +9.1% | -28.7% | -21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 XLRE 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