+0.6%
MOS vs XLRE
+113.6%
-113.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +5.5% | -1.2% | +6.6% | +6.3% |
| 30D | +21.0% | +6.4% | +14.6% | +15.8% |
| 3M | -0.5% | +2.0% | -2.5% | -1.9% |
| 6M | +6.6% | +1.8% | +4.8% | +4.9% |
| YTD | -2.8% | +13.2% | -15.9% | -11.7% |
| 1Y | -8.1% | +10.7% | -18.8% | -15.1% |
| 3Y | -25.6% | +43.7% | -69.3% | -44.2% |
| 5Y | -29.8% | +9.7% | -39.5% | -36.4% |
| 10Y | +0.6% | +112.8% | -112.3% | -34.1% |
| All | +0.6% | +113.6% | -113.0% | -34.1% |
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