+19.4%
MA vs XRT
+16.2%
+3.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.7% | -3.2% | -0.8% |
| 7D | -0.3% | +2.5% | -2.8% | -1.2% |
| 30D | +11.3% | +10.3% | +1.0% | +7.9% |
| 3M | +16.7% | +2.4% | +14.3% | +15.4% |
| 6M | +32.8% | +10.0% | +22.8% | +28.9% |
| YTD | +15.6% | +9.5% | +6.1% | +11.1% |
| All | +19.4% | +16.2% | +3.2% | +10.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling