+50.3%
XRT vs MSFU
+88.0%
-37.7%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.4% |
| 7D | +1.7% | -2.8% | +4.5% | +2.1% |
| 30D | +7.5% | -5.3% | +12.8% | +8.1% |
| 3M | +2.2% | +7.2% | -5.1% | +0.7% |
| 6M | +14.7% | +51.0% | -36.3% | +5.6% |
| YTD | +7.5% | -1.2% | +8.7% | +5.9% |
| 1Y | +14.1% | -10.3% | +24.4% | +14.5% |
| 3Y | +58.8% | +22.2% | +36.6% | +40.6% |
| All | +50.3% | +88.0% | -37.7% | +15.4% |
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