-29.8%
MOS vs XME
+120.6%
-150.4%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -1.2% |
| 7D | +5.5% | +1.5% | +3.9% | +4.0% |
| 30D | +21.0% | -7.3% | +28.2% | +26.2% |
| 3M | -0.5% | -17.4% | +17.0% | +11.7% |
| 6M | +6.6% | -21.8% | +28.4% | +22.9% |
| YTD | -2.8% | -6.0% | +3.2% | -2.8% |
| 1Y | -8.1% | +3.8% | -11.9% | -14.8% |
| 3Y | -25.6% | +100.0% | -125.6% | -61.3% |
| 5Y | -29.8% | +116.1% | -145.8% | -67.0% |
| All | -29.8% | +120.6% | -150.4% | -67.0% |
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