+95.0%
MSFU vs XME
+110.9%
-15.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.0% | -2.3% | -3.4% |
| 7D | +4.0% | -0.2% | +4.2% | +4.2% |
| 30D | -2.3% | -9.2% | +6.8% | +1.9% |
| 3M | +7.1% | -17.8% | +24.9% | +16.1% |
| 6M | +48.9% | -20.0% | +68.9% | +61.5% |
| YTD | +2.4% | -6.6% | +9.0% | +1.5% |
| 1Y | -8.1% | +1.8% | -9.8% | -13.2% |
| 3Y | +25.2% | +98.7% | -73.6% | -23.1% |
| All | +95.0% | +110.9% | -15.8% | +12.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling