-28.3%
MOS vs XME
+127.9%
-156.2%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.3% |
| 7D | +9.5% | -0.1% | +9.6% | +9.6% |
| 30D | +10.4% | +6.0% | +4.4% | +6.9% |
| 3M | +12.9% | -7.7% | +20.6% | +17.1% |
| 6M | +1.2% | +1.0% | +0.3% | -0.6% |
| YTD | +9.3% | +14.6% | -5.3% | +0.1% |
| 1Y | -18.0% | +46.0% | -63.9% | -35.3% |
| All | -28.3% | +127.9% | -156.2% | -60.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling