+102.7%
MO vs XLRE
+8.4%
+94.3%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | 0.0% |
| 7D | +0.1% | -1.2% | +1.3% | +0.5% |
| 30D | +7.1% | -2.4% | +9.6% | +8.0% |
| 3M | -2.0% | -2.5% | +0.5% | -1.0% |
| 6M | +7.3% | +4.0% | +3.3% | +6.3% |
| YTD | +23.5% | +9.3% | +14.2% | +20.4% |
| 1Y | +11.0% | +5.6% | +5.4% | +9.3% |
| 3Y | +95.0% | +31.3% | +63.7% | +79.3% |
| All | +102.7% | +8.4% | +94.3% | +92.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling