+53.2%
XRT vs MSFU
+103.9%
-50.7%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.5% | -1.8% | +2.8% |
| 7D | +2.5% | +14.6% | -12.1% | +0.4% |
| 30D | +10.3% | +2.1% | +8.2% | +9.8% |
| 3M | +2.4% | +14.7% | -12.3% | -0.1% |
| 6M | +10.0% | +55.7% | -45.7% | +1.0% |
| YTD | +9.5% | +7.1% | +2.4% | +6.6% |
| 1Y | +17.2% | -0.5% | +17.7% | +15.6% |
| 3Y | +62.0% | +35.7% | +26.2% | +40.8% |
| All | +53.2% | +103.9% | -50.7% | +16.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling