+2.8%
MOS vs XME
+294.4%
-291.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.5% | -3.7% | -2.4% |
| 7D | +19.7% | +0.9% | +18.7% | +18.0% |
| 30D | +21.5% | -7.3% | +28.8% | +27.8% |
| 3M | -0.4% | -14.8% | +14.3% | +11.4% |
| 6M | +4.5% | -18.4% | +22.9% | +19.1% |
| YTD | -2.9% | -4.7% | +1.8% | -4.2% |
| 1Y | -7.7% | +5.7% | -13.4% | -17.0% |
| 3Y | -25.6% | +104.0% | -129.6% | -64.4% |
| 5Y | -31.2% | +122.4% | -153.6% | -70.1% |
| 10Y | +2.8% | +285.4% | -282.5% | -73.5% |
| All | +2.8% | +294.4% | -291.5% | -73.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling