+26.9%
MSFU vs XME
+136.1%
-109.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.1% | -3.4% | -2.8% |
| 7D | -3.2% | +3.6% | -6.8% | -4.6% |
| 30D | -3.1% | +3.6% | -6.8% | -4.8% |
| 3M | +35.3% | +1.2% | +34.1% | +33.3% |
| 6M | +31.6% | +9.0% | +22.5% | +24.5% |
| YTD | -9.5% | +15.9% | -25.4% | -17.5% |
| 1Y | -18.4% | +43.2% | -61.6% | -34.1% |
| 3Y | +26.9% | +137.4% | -110.4% | -22.1% |
| All | +26.9% | +136.1% | -109.2% | -22.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling