-2.1%
XRT vs MOD
+832.8%
-834.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +9.9% | -6.2% | +2.2% |
| 7D | +2.5% | -13.9% | +16.4% | +4.0% |
| 30D | +10.3% | -41.5% | +51.9% | +18.8% |
| 3M | +2.4% | -45.7% | +48.1% | +11.0% |
| 6M | +10.0% | -61.1% | +71.1% | +24.4% |
| YTD | +9.5% | -20.5% | +30.0% | +6.0% |
| 1Y | +17.2% | -32.1% | +49.3% | +16.1% |
| 3Y | +62.0% | +146.5% | -84.5% | +6.5% |
| 5Y | -2.1% | +812.7% | -814.8% | -59.5% |
| All | -2.1% | +832.8% | -834.9% | -59.5% |
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