-3.2%
XRT vs MOS
-31.6%
+28.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +3.3% | -6.1% | -3.5% |
| 7D | +2.3% | +22.5% | -20.2% | -1.9% |
| 30D | +9.8% | +6.6% | +3.2% | +8.0% |
| 3M | -0.2% | -3.8% | +3.6% | -0.1% |
| 6M | +8.4% | -2.2% | +10.6% | +7.6% |
| YTD | +7.5% | -4.8% | +12.3% | +5.9% |
| 1Y | +13.2% | -11.7% | +24.9% | +13.2% |
| 3Y | +52.0% | -26.5% | +78.5% | +54.2% |
| 5Y | -3.2% | -32.2% | +29.0% | -11.1% |
| All | -3.2% | -31.6% | +28.4% | -11.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling