+7.6%
MOS vs XME
+300.2%
-292.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.4% | -3.2% | -2.5% |
| 7D | +21.6% | -4.5% | +26.1% | +25.3% |
| 30D | +12.0% | -10.9% | +22.8% | +21.4% |
| 3M | -3.9% | -15.3% | +11.4% | +7.8% |
| 6M | -3.3% | -24.6% | +21.3% | +17.3% |
| YTD | -4.6% | -9.6% | +5.0% | -1.8% |
| 1Y | -7.0% | +2.9% | -9.9% | -14.5% |
| 3Y | -24.4% | +86.9% | -111.3% | -61.0% |
| 5Y | -32.1% | +115.2% | -147.3% | -69.7% |
| All | +7.6% | +300.2% | -292.5% | -71.2% |
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