+569.6%
MA vs XRT
+145.8%
+423.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | -1.8% | -1.4% | -0.3% | -1.1% |
| 30D | +11.0% | +9.8% | +1.3% | +6.2% |
| 3M | +17.9% | +3.3% | +14.6% | +15.9% |
| 6M | +33.2% | +13.6% | +19.6% | +24.8% |
| YTD | +16.5% | +9.1% | +7.4% | +10.9% |
| 1Y | +19.1% | +15.1% | +4.0% | +10.4% |
| 3Y | +70.6% | +59.9% | +10.6% | +31.0% |
| 5Y | +92.1% | -1.7% | +93.8% | +84.8% |
| 10Y | +569.6% | +141.1% | +428.4% | +221.0% |
| All | +569.6% | +145.8% | +423.7% | +221.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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