+128.6%
XRT vs MSI
+598.5%
-469.9%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.4% |
| 7D | +0.8% | -3.7% | +4.5% | +2.4% |
| 30D | -4.2% | +6.8% | -11.0% | -7.3% |
| 3M | +5.1% | +14.3% | -9.2% | -1.5% |
| 6M | +2.4% | -1.6% | +4.0% | +2.1% |
| YTD | +3.2% | +22.8% | -19.6% | -7.5% |
| 1Y | +1.5% | -1.1% | +2.6% | +0.5% |
| 3Y | +40.6% | +70.5% | -29.9% | +4.0% |
| 5Y | -1.0% | +102.8% | -103.8% | -33.8% |
| All | +128.6% | +598.5% | -469.9% | -4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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