-23.3%
MOS vs XLRE
+31.7%
-55.0%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.1% | +2.7% | +2.7% |
| 7D | +7.1% | -0.3% | +7.4% | +7.2% |
| 30D | +15.0% | -2.4% | +17.4% | +16.6% |
| 3M | +24.1% | +0.6% | +23.5% | +23.2% |
| 6M | +2.7% | +3.9% | -1.2% | -0.3% |
| YTD | +12.2% | +10.5% | +1.7% | +4.3% |
| 1Y | -16.3% | +8.4% | -24.7% | -21.2% |
| 3Y | -23.3% | +32.8% | -56.1% | -39.0% |
| All | -23.3% | +31.7% | -55.0% | -39.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling