-16.2%
MOS vs XLRE
+7.6%
-23.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -0.8% |
| 7D | +1.7% | -0.7% | +2.4% | +1.9% |
| 30D | +11.7% | -2.2% | +13.9% | +12.6% |
| 3M | +23.2% | -2.6% | +25.8% | +24.4% |
| 6M | -1.6% | +2.6% | -4.2% | -3.9% |
| YTD | +10.8% | +9.3% | +1.6% | +2.7% |
| 1Y | -16.2% | +7.2% | -23.4% | -22.4% |
| All | -16.2% | +7.6% | -23.8% | -22.4% |
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