+20.9%
MS vs XRT
+18.0%
+3.0%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.5% | -1.3% | +1.8% |
| 7D | +2.6% | +8.0% | -5.4% | -0.8% |
| 30D | +2.6% | +13.0% | -10.4% | -3.0% |
| 3M | -10.1% | +1.7% | -11.8% | -10.5% |
| 6M | +4.4% | +12.6% | -8.2% | -3.1% |
| YTD | +11.7% | +10.7% | +1.1% | +6.5% |
| 1Y | +20.9% | +18.4% | +2.6% | +11.9% |
| All | +20.9% | +18.0% | +3.0% | +11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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