+794.2%
MS vs XME
+401.9%
+392.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -1.3% |
| 7D | +2.5% | +3.6% | -1.1% | +0.4% |
| 30D | 0.0% | +3.6% | -3.7% | -2.4% |
| 3M | +2.4% | +1.2% | +1.2% | +1.0% |
| 6M | +36.4% | +9.0% | +27.3% | +27.7% |
| YTD | +23.8% | +15.9% | +7.9% | +10.7% |
| 1Y | +48.6% | +43.2% | +5.4% | +15.8% |
| 3Y | +179.1% | +137.4% | +41.8% | +58.1% |
| 5Y | +144.8% | +185.0% | -40.2% | +16.7% |
| 10Y | +794.2% | +409.5% | +384.7% | +152.5% |
| All | +794.2% | +401.9% | +392.2% | +152.5% |
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