+145.1%
XRT vs MSCI
+789.3%
-644.2%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -1.0% |
| 7D | +4.1% | +2.7% | +1.4% | +3.1% |
| 30D | +9.9% | +16.2% | -6.3% | +3.9% |
| 3M | +2.3% | +17.1% | -14.8% | -3.8% |
| 6M | +9.6% | +13.0% | -3.4% | +3.8% |
| YTD | +9.1% | +15.8% | -6.6% | +1.7% |
| 1Y | +16.2% | +15.5% | +0.8% | +8.4% |
| 3Y | +60.1% | +32.3% | +27.8% | +37.5% |
| 5Y | -0.5% | +8.2% | -8.6% | -10.5% |
| 10Y | +145.1% | +800.7% | -655.6% | +7.5% |
| All | +145.1% | +789.3% | -644.2% | +7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 10y: compounded portfolio wealth divided by compounded MSCI 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…
10y analysis · Full analysis span regression · 6 months rolling