+513.3%
XRT vs MOS
+138.0%
+375.3%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.4% | +0.7% |
| 7D | +0.8% | +9.5% | -8.7% | -1.4% |
| 30D | -4.2% | +10.4% | -14.6% | -6.6% |
| 3M | +5.1% | +12.9% | -7.8% | +1.4% |
| 6M | +2.4% | +1.2% | +1.2% | +0.5% |
| YTD | +3.2% | +9.3% | -6.1% | -1.0% |
| 1Y | +1.5% | -18.0% | +19.5% | +3.9% |
| 3Y | +40.6% | -29.0% | +69.6% | +45.4% |
| 5Y | -1.0% | -9.6% | +8.6% | -7.5% |
| 10Y | +128.4% | +6.1% | +122.4% | +84.9% |
| All | +513.3% | +138.0% | +375.3% | +219.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling