-3.5%
MSFU vs XME
+5.2%
-8.7%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.5% | -1.0% | +14.5% | +13.7% |
| 7D | +8.2% | -5.5% | +13.6% | +9.7% |
| 30D | +10.2% | -11.1% | +21.3% | +13.5% |
| 3M | +22.9% | -11.1% | +34.0% | +25.6% |
| 6M | +63.2% | -18.0% | +81.2% | +67.8% |
| YTD | +11.7% | -7.4% | +19.1% | +11.6% |
| 1Y | -3.5% | +6.7% | -10.2% | -8.9% |
| All | -3.5% | +5.2% | -8.7% | -8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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