+15.1%
XRT vs MOS
-7.3%
+22.4%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.8% | 0.0% |
| 7D | -1.4% | +5.5% | -6.9% | -2.0% |
| 30D | +9.8% | +21.0% | -11.2% | +7.5% |
| 3M | +3.3% | -0.5% | +3.7% | +2.5% |
| 6M | +13.6% | +6.6% | +7.0% | +11.9% |
| YTD | +9.1% | -2.8% | +11.8% | +6.4% |
| 1Y | +15.1% | -8.1% | +23.1% | +14.1% |
| All | +15.1% | -7.3% | +22.4% | +14.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling