-25.6%
MOS vs XLRE
+42.8%
-68.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.5% | +0.4% | +0.9% |
| 7D | +19.7% | +2.3% | +17.4% | +18.2% |
| 30D | +21.5% | +7.3% | +14.2% | +16.6% |
| 3M | -0.4% | +0.1% | -0.5% | -0.5% |
| 6M | +4.5% | +2.3% | +2.3% | +2.9% |
| YTD | -2.9% | +13.3% | -16.2% | -11.0% |
| 1Y | -7.7% | +12.0% | -19.7% | -14.8% |
| 3Y | -25.6% | +45.5% | -71.1% | -45.1% |
| All | -25.6% | +42.8% | -68.5% | -45.1% |
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 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