+85.0%
MA vs XRT
-4.1%
+89.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -0.4% |
| 7D | -0.5% | -0.4% | -0.1% | -0.4% |
| 30D | +7.9% | +7.5% | +0.4% | +4.6% |
| 3M | +16.8% | +2.3% | +14.4% | +15.5% |
| 6M | +31.0% | +12.8% | +18.2% | +24.1% |
| YTD | +15.0% | +7.1% | +8.0% | +11.0% |
| 1Y | +17.0% | +12.3% | +4.8% | +10.6% |
| 3Y | +68.5% | +57.0% | +11.5% | +33.6% |
| 5Y | +85.0% | -4.3% | +89.3% | +84.5% |
| All | +85.0% | -4.1% | +89.1% | +84.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling