+687.6%
MSI vs XLRE
+111.8%
+575.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.0% |
| 7D | -5.8% | -0.3% | -5.4% | -5.6% |
| 30D | -1.0% | -2.4% | +1.4% | +0.5% |
| 3M | +14.2% | +0.6% | +13.6% | +13.5% |
| 6M | +1.0% | +3.9% | -2.9% | -1.7% |
| YTD | +21.5% | +10.5% | +11.0% | +13.9% |
| 1Y | -2.1% | +8.4% | -10.5% | -7.3% |
| 3Y | +69.3% | +32.8% | +36.5% | +38.7% |
| 5Y | +99.3% | +7.0% | +92.3% | +86.7% |
| 10Y | +595.0% | +83.8% | +511.2% | +375.6% |
| All | +687.6% | +111.8% | +575.8% | +409.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling