-4.3%
XRT vs MSCI
+7.0%
-11.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.2% |
| 7D | -0.4% | -0.7% | +0.2% | -0.2% |
| 30D | +7.5% | +16.2% | -8.7% | +1.1% |
| 3M | +2.3% | +16.1% | -13.8% | -3.9% |
| 6M | +12.8% | +12.9% | -0.1% | +6.3% |
| YTD | +7.1% | +14.8% | -7.8% | -0.7% |
| 1Y | +12.3% | +13.8% | -1.5% | +4.5% |
| 3Y | +57.0% | +31.2% | +25.8% | +31.3% |
| 5Y | -4.3% | +5.6% | -9.9% | -17.5% |
| All | -4.3% | +7.0% | -11.3% | -17.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling