+513.3%
XRT vs MSI
+677.1%
-163.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.3% |
| 7D | +0.8% | -3.7% | +4.5% | +2.3% |
| 30D | -4.2% | +6.8% | -11.0% | -7.0% |
| 3M | +5.1% | +14.3% | -9.2% | -0.9% |
| 6M | +2.4% | -1.6% | +4.0% | +2.1% |
| YTD | +3.2% | +22.8% | -19.6% | -6.3% |
| 1Y | +1.5% | -1.1% | +2.6% | +0.4% |
| 3Y | +40.6% | +70.5% | -29.9% | +9.3% |
| 5Y | -1.0% | +102.8% | -103.8% | -28.7% |
| 10Y | +128.4% | +597.4% | -469.0% | -1.6% |
| All | +513.3% | +677.1% | -163.8% | +88.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling