+44.3%
XRT vs MSFU
+76.3%
-32.0%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.2% | +5.2% | +1.6% |
| 7D | +0.8% | -5.7% | +6.5% | +1.6% |
| 30D | -4.2% | +4.2% | -8.4% | -4.9% |
| 3M | +5.1% | +27.9% | -22.8% | +0.3% |
| 6M | +2.4% | +37.1% | -34.7% | -4.4% |
| YTD | +3.2% | -7.4% | +10.6% | +3.0% |
| 1Y | +1.5% | -19.6% | +21.1% | +4.0% |
| 3Y | +40.6% | +33.2% | +7.4% | +20.7% |
| All | +44.3% | +76.3% | -32.0% | +12.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling