+179.1%
MS vs XLRE
+31.7%
+147.5%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.6% |
| 7D | +2.5% | -0.3% | +2.8% | +2.7% |
| 30D | 0.0% | -2.4% | +2.4% | +1.5% |
| 3M | +2.4% | +0.6% | +1.9% | +1.5% |
| 6M | +36.4% | +3.9% | +32.4% | +31.6% |
| YTD | +23.8% | +10.5% | +13.3% | +14.0% |
| 1Y | +48.6% | +8.4% | +40.2% | +38.7% |
| 3Y | +179.1% | +32.8% | +146.3% | +119.8% |
| All | +179.1% | +31.7% | +147.5% | +119.8% |
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