+539.0%
XRT vs MOS
+107.4%
+431.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +3.3% | -6.1% | -3.6% |
| 7D | +2.3% | +22.5% | -20.2% | -2.7% |
| 30D | +9.8% | +6.6% | +3.2% | +7.7% |
| 3M | -0.2% | -3.8% | +3.6% | 0.0% |
| 6M | +8.4% | -2.2% | +10.6% | +7.4% |
| YTD | +7.5% | -4.8% | +12.3% | +6.0% |
| 1Y | +13.2% | -11.7% | +24.9% | +13.3% |
| 3Y | +52.0% | -26.5% | +78.5% | +55.2% |
| 5Y | -3.2% | -32.2% | +29.0% | -3.3% |
| 10Y | +157.1% | +10.2% | +146.9% | +105.8% |
| All | +539.0% | +107.4% | +431.7% | +242.0% |
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 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