+601.1%
MSI vs XLRE
+89.0%
+512.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | 0.0% |
| 7D | -0.4% | -1.2% | +0.8% | +0.3% |
| 30D | -0.8% | -2.4% | +1.6% | +0.7% |
| 3M | +13.9% | -2.5% | +16.4% | +15.5% |
| 6M | +1.3% | +4.0% | -2.6% | -1.5% |
| YTD | +22.3% | +9.3% | +13.0% | +15.2% |
| 1Y | -3.9% | +5.6% | -9.4% | -7.6% |
| 3Y | +69.9% | +31.3% | +38.6% | +39.1% |
| 5Y | +103.8% | +9.5% | +94.2% | +87.5% |
| All | +601.1% | +89.0% | +512.0% | +366.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling