+261.9%
MOH vs XLRE
+89.0%
+172.9%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.1% | +1.5% |
| 7D | +1.7% | -1.2% | +2.9% | +2.4% |
| 30D | -0.9% | -2.4% | +1.5% | +0.6% |
| 3M | +5.7% | -2.5% | +8.2% | +7.3% |
| 6M | +39.1% | +4.0% | +35.1% | +35.6% |
| YTD | +17.7% | +9.3% | +8.4% | +10.7% |
| 1Y | +8.4% | +5.6% | +2.8% | +4.2% |
| 3Y | -36.6% | +31.3% | -67.8% | -47.9% |
| 5Y | -19.1% | +9.5% | -28.6% | -25.8% |
| All | +261.9% | +89.0% | +172.9% | +119.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling