-3.2%
XRT vs MOD
+720.4%
-723.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -7.3% | +4.4% | -1.7% |
| 7D | +2.3% | -34.2% | +36.5% | +8.3% |
| 30D | +9.8% | -51.9% | +61.7% | +21.9% |
| 3M | -0.2% | -53.0% | +52.9% | +10.7% |
| 6M | +8.4% | -66.4% | +74.7% | +25.3% |
| YTD | +7.5% | -31.5% | +39.1% | +6.5% |
| 1Y | +13.2% | -39.6% | +52.7% | +14.0% |
| 3Y | +52.0% | +116.8% | -64.8% | +1.7% |
| 5Y | -3.2% | +713.8% | -717.0% | -59.8% |
| All | -3.2% | +720.4% | -723.5% | -59.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling