+62.0%
XRT vs MOS
-24.9%
+86.9%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.8% | +1.8% | +3.3% |
| 7D | +2.5% | +19.7% | -17.2% | -0.9% |
| 30D | +10.3% | +21.5% | -11.2% | +6.4% |
| 3M | +2.4% | -0.4% | +2.8% | +1.8% |
| 6M | +10.0% | +4.5% | +5.4% | +7.9% |
| YTD | +9.5% | -2.9% | +12.4% | +7.3% |
| 1Y | +17.2% | -7.7% | +24.9% | +15.8% |
| 3Y | +62.0% | -25.6% | +87.6% | +63.4% |
| All | +62.0% | -24.9% | +86.9% | +63.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling