+16.7%
XRT vs MSI
+36.7%
-20.0%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.6% | +1.0% | +3.3% |
| 7D | +2.5% | +8.3% | -5.9% | +1.4% |
| 30D | +10.3% | +18.9% | -8.5% | +8.0% |
| 3M | +2.4% | +13.2% | -10.8% | +0.7% |
| 6M | +10.0% | +38.3% | -28.3% | +5.6% |
| YTD | +9.5% | +38.9% | -29.3% | +3.8% |
| All | +16.7% | +36.7% | -20.0% | +16.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling