+47.7%
XRT vs MSFU
+93.3%
-45.6%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.9% | +0.1% | -1.4% |
| 7D | +0.9% | +2.5% | -1.6% | +0.4% |
| 30D | +7.9% | -1.3% | +9.2% | +7.9% |
| 3M | -0.2% | +8.6% | -8.8% | -1.8% |
| 6M | +5.6% | +48.4% | -42.8% | -2.4% |
| YTD | +5.7% | +1.6% | +4.1% | +3.7% |
| 1Y | +14.6% | -5.8% | +20.4% | +13.9% |
| 3Y | +50.7% | +30.9% | +19.7% | +31.4% |
| All | +47.7% | +93.3% | -45.6% | +13.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling