+70.7%
MSFU vs XLRE
+19.6%
+51.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.2% |
| 7D | -2.3% | -0.7% | -1.6% | -1.8% |
| 30D | -6.3% | -2.2% | -4.0% | -4.9% |
| 3M | +40.0% | -2.6% | +42.6% | +42.0% |
| 6M | +30.1% | +2.6% | +27.5% | +26.6% |
| YTD | -10.3% | +9.3% | -19.6% | -17.0% |
| 1Y | -19.0% | +7.2% | -26.3% | -24.2% |
| 3Y | +25.8% | +31.3% | -5.5% | -2.0% |
| All | +70.7% | +19.6% | +51.1% | +55.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling