+346.3%
MAS vs XME
+242.3%
+104.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.6% | +1.7% |
| 7D | -0.8% | -0.1% | -0.6% | -0.7% |
| 30D | -5.6% | +6.0% | -11.5% | -8.3% |
| 3M | +4.4% | -7.7% | +12.2% | +7.5% |
| 6M | +7.2% | +1.0% | +6.2% | +5.5% |
| YTD | +16.1% | +14.6% | +1.5% | +6.5% |
| 1Y | +0.1% | +46.0% | -45.9% | -19.1% |
| 3Y | +28.3% | +127.0% | -98.7% | -17.9% |
| 5Y | +30.5% | +175.8% | -145.3% | -27.1% |
| 10Y | +139.1% | +414.6% | -275.5% | -11.9% |
| All | +346.3% | +242.3% | +104.0% | +66.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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