+15,412.3%
MA vs XRT
+529.0%
+14,883.3%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | +0.5% |
| 7D | +2.3% | +0.9% | +1.4% | +1.8% |
| 30D | +14.7% | +7.9% | +6.7% | +9.5% |
| 3M | +13.5% | -0.2% | +13.7% | +13.4% |
| 6M | +33.1% | +5.6% | +27.5% | +28.0% |
| YTD | +15.1% | +5.7% | +9.4% | +10.1% |
| 1Y | +18.7% | +14.6% | +4.1% | +8.0% |
| 3Y | +72.1% | +50.7% | +21.4% | +27.9% |
| 5Y | +92.8% | -4.8% | +97.6% | +84.8% |
| 10Y | +571.6% | +152.6% | +419.0% | +192.1% |
| All | +15,412.3% | +529.0% | +14,883.3% | +3,344.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling