-32.8%
MOS vs XME
+110.8%
-143.6%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.4% | -3.2% | -2.0% |
| 7D | +21.6% | -4.5% | +26.1% | +24.7% |
| 30D | +12.0% | -10.9% | +22.8% | +19.9% |
| 3M | -3.9% | -15.3% | +11.4% | +5.9% |
| 6M | -3.3% | -24.6% | +21.3% | +14.2% |
| YTD | -4.6% | -9.6% | +5.0% | -2.1% |
| 1Y | -7.0% | +2.9% | -9.9% | -13.4% |
| 3Y | -24.4% | +86.9% | -111.3% | -58.6% |
| All | -32.8% | +110.8% | -143.6% | -67.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling