+176.8%
MS vs XLRE
+44.8%
+131.9%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | -1.7% | -1.2% | -0.6% | -0.9% |
| 30D | +0.9% | +6.4% | -5.4% | -2.9% |
| 3M | -10.8% | +2.0% | -12.8% | -11.9% |
| 6M | +0.9% | +1.8% | -0.9% | -0.7% |
| YTD | +9.8% | +13.2% | -3.4% | -0.1% |
| 1Y | +17.1% | +10.7% | +6.4% | +8.2% |
| All | +176.8% | +44.8% | +131.9% | +107.0% |
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