+517.0%
MA vs XRT
+129.4%
+387.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.1% | -1.6% |
| 7D | -2.7% | +0.8% | -3.5% | -3.1% |
| 30D | +1.5% | -4.2% | +5.7% | +3.5% |
| 3M | +20.4% | +5.1% | +15.3% | +17.3% |
| 6M | +11.1% | +2.4% | +8.7% | +9.3% |
| YTD | +2.0% | +3.2% | -1.2% | -0.3% |
| 1Y | -2.2% | +1.5% | -3.7% | -3.8% |
| 3Y | +41.9% | +40.6% | +1.3% | +16.1% |
| 5Y | +75.4% | -1.0% | +76.3% | +67.2% |
| All | +517.0% | +129.4% | +387.6% | +210.4% |
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