+576.2%
MS vs XRT
+514.3%
+61.9%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | -0.7% |
| 7D | +1.4% | +0.8% | +0.6% | +0.6% |
| 30D | -0.3% | -4.2% | +3.9% | +3.9% |
| 3M | +0.3% | +5.1% | -4.8% | -5.5% |
| 6M | +31.3% | +2.4% | +28.9% | +26.5% |
| YTD | +24.7% | +3.2% | +21.5% | +19.2% |
| 1Y | +47.9% | +1.5% | +46.4% | +42.7% |
| 3Y | +178.3% | +40.6% | +137.8% | +88.0% |
| 5Y | +144.9% | -1.0% | +145.9% | +117.9% |
| 10Y | +804.5% | +128.4% | +676.1% | +150.3% |
| All | +576.2% | +514.3% | +61.9% | -55.0% |
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 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