+133.1%
MOS vs XME
+242.3%
-109.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.8% |
| 3M | +12.9% | -7.7% | +20.6% | +18.8% |
| 6M | +1.2% | +1.0% | +0.3% | -2.0% |
| YTD | +9.3% | +14.6% | -5.3% | -5.5% |
| 1Y | -18.0% | +46.0% | -63.9% | -43.0% |
| 3Y | -29.0% | +127.0% | -156.0% | -67.1% |
| 5Y | -9.6% | +175.8% | -185.4% | -64.7% |
| 10Y | +6.1% | +414.6% | -408.6% | -75.6% |
| All | +133.1% | +242.3% | -109.2% | -17.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling