+132.2%
XRT vs MOS
-4.2%
+136.4%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.6% | +2.7% | -0.7% |
| 7D | -0.4% | -2.6% | +2.1% | +0.2% |
| 30D | +7.5% | +13.5% | -5.9% | +3.8% |
| 3M | +2.3% | -2.9% | +5.2% | +2.2% |
| 6M | +12.8% | -1.0% | +13.8% | +11.4% |
| YTD | +7.1% | -7.2% | +14.3% | +5.9% |
| 1Y | +12.3% | -11.4% | +23.7% | +12.2% |
| 3Y | +57.0% | -29.0% | +86.0% | +61.7% |
| 5Y | -4.3% | -34.0% | +29.7% | -5.1% |
| All | +132.2% | -4.2% | +136.4% | +79.0% |
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