+578.8%
MS vs XRT
+163.3%
+415.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.7% | -0.5% | +0.7% |
| 7D | +0.7% | +2.5% | -1.7% | -0.8% |
| 30D | -0.9% | +10.3% | -11.3% | -7.4% |
| 3M | -13.0% | +2.4% | -15.4% | -14.7% |
| 6M | -2.0% | +10.0% | -12.0% | -9.0% |
| YTD | +7.8% | +9.5% | -1.8% | +0.5% |
| 1Y | +17.9% | +17.2% | +0.7% | +4.9% |
| 3Y | +174.8% | +62.0% | +112.8% | +94.8% |
| 5Y | +119.9% | -2.1% | +121.9% | +113.4% |
| 10Y | +578.8% | +152.6% | +426.3% | +162.0% |
| All | +578.8% | +163.3% | +415.5% | +162.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling