+141.1%
XRT vs MOS
-1.8%
+142.9%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.8% | +0.1% |
| 7D | -1.4% | +5.5% | -6.9% | -2.8% |
| 30D | +9.8% | +21.0% | -11.2% | +4.3% |
| 3M | +3.3% | -0.5% | +3.7% | +2.6% |
| 6M | +13.6% | +6.6% | +7.0% | +10.1% |
| YTD | +9.1% | -2.8% | +11.8% | +6.7% |
| 1Y | +15.1% | -8.1% | +23.1% | +14.0% |
| 3Y | +59.9% | -25.6% | +85.5% | +62.9% |
| 5Y | -1.7% | -29.8% | +28.0% | -4.1% |
| 10Y | +141.1% | +0.6% | +140.6% | +83.9% |
| All | +141.1% | -1.8% | +142.9% | +83.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 MOS 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