+145.1%
XRT vs MOD
+920.5%
-775.4%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.5% | +0.1% |
| 7D | +4.1% | -17.8% | +21.9% | +6.9% |
| 30D | +9.9% | -43.2% | +53.2% | +20.2% |
| 3M | +2.3% | -46.0% | +48.3% | +12.2% |
| 6M | +9.6% | -62.2% | +71.8% | +26.3% |
| YTD | +9.1% | -22.8% | +31.9% | +7.1% |
| 1Y | +16.2% | -35.5% | +51.7% | +17.3% |
| 3Y | +60.1% | +128.2% | -68.2% | +13.4% |
| 5Y | -0.5% | +791.6% | -792.1% | -50.8% |
| 10Y | +145.1% | +886.3% | -741.2% | +7.2% |
| All | +145.1% | +920.5% | -775.4% | +7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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