+73.2%
MSFU vs XLRE
+19.6%
+53.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.3% | +0.6% |
| 7D | -1.8% | -1.2% | -0.6% | -1.1% |
| 30D | +0.5% | -2.4% | +2.9% | +2.1% |
| 3M | +51.9% | -2.5% | +54.3% | +53.9% |
| 6M | +35.0% | +4.0% | +31.0% | +30.0% |
| YTD | -9.0% | +9.3% | -18.3% | -15.8% |
| 1Y | -18.8% | +5.6% | -24.4% | -23.1% |
| 3Y | +25.5% | +31.3% | -5.8% | -2.2% |
| All | +73.2% | +19.6% | +53.5% | +57.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling