+16.3%
MOS vs XLRE
+82.9%
-66.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -0.4% |
| 7D | +1.7% | -0.7% | +2.4% | +2.2% |
| 30D | +11.7% | -2.2% | +13.9% | +13.4% |
| 3M | +23.2% | -2.6% | +25.8% | +25.1% |
| 6M | -1.6% | +2.6% | -4.2% | -4.0% |
| YTD | +10.8% | +9.3% | +1.6% | +3.2% |
| 1Y | -16.2% | +7.2% | -23.4% | -20.9% |
| 3Y | -24.2% | +31.3% | -55.5% | -39.1% |
| 5Y | -6.6% | +8.1% | -14.8% | -14.7% |
| 10Y | +16.3% | +88.9% | -72.6% | -22.3% |
| All | +16.3% | +82.9% | -66.6% | -22.3% |
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