+45.3%
MO vs XLRE
+14.1%
+31.2%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.3% | -1.9% | -0.5% |
| 7D | +6.9% | +7.1% | -0.2% | +2.7% |
| 30D | +14.9% | +10.9% | +4.0% | +8.3% |
| 3M | +16.4% | +0.7% | +15.7% | +16.0% |
| 6M | +9.6% | +4.1% | +5.5% | +8.1% |
| YTD | +41.8% | +14.5% | +27.3% | +35.7% |
| 1Y | +45.3% | +14.1% | +31.2% | +39.2% |
| All | +45.3% | +14.1% | +31.2% | +39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 XLRE 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