+470.1%
MS vs XRT
+540.1%
-70.0%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.8% | -3.1% | -3.2% |
| 7D | -3.4% | +2.3% | -5.7% | -5.6% |
| 30D | -3.9% | +9.8% | -13.7% | -12.7% |
| 3M | -15.9% | -0.2% | -15.7% | -16.4% |
| 6M | -2.5% | +8.4% | -10.9% | -11.6% |
| YTD | +5.1% | +7.5% | -2.4% | -4.1% |
| 1Y | +13.0% | +13.2% | -0.2% | -2.3% |
| 3Y | +160.7% | +52.0% | +108.7% | +61.8% |
| 5Y | +114.0% | -3.2% | +117.2% | +96.4% |
| 10Y | +637.5% | +157.1% | +480.4% | +76.4% |
| All | +470.1% | +540.1% | -70.0% | -63.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling