+18.4%
XRT vs MSFU
-2.2%
+20.6%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +13.5% | -7.9% | +4.9% |
| 7D | +8.0% | +8.2% | -0.1% | +7.6% |
| 30D | +13.0% | +10.2% | +2.8% | +12.4% |
| 3M | +1.7% | +22.9% | -21.2% | +0.6% |
| 6M | +12.6% | +63.2% | -50.6% | +9.7% |
| YTD | +10.7% | +11.7% | -1.1% | +8.6% |
| 1Y | +18.4% | -3.5% | +21.9% | +17.8% |
| All | +18.4% | -2.2% | +20.6% | +17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 MSFU 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