+578.8%
MS vs XME
+294.4%
+284.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +5.5% | -2.4% | 0.0% |
| 7D | +0.7% | +0.9% | -0.2% | +0.1% |
| 30D | -0.9% | -7.3% | +6.4% | +3.2% |
| 3M | -13.0% | -14.8% | +1.8% | -5.4% |
| 6M | -2.0% | -18.4% | +16.4% | +8.4% |
| YTD | +7.8% | -4.7% | +12.4% | +7.2% |
| 1Y | +17.9% | +5.7% | +12.1% | +10.0% |
| 3Y | +174.8% | +104.0% | +70.8% | +68.1% |
| 5Y | +119.9% | +122.4% | -2.6% | +20.6% |
| 10Y | +578.8% | +285.4% | +293.5% | +126.5% |
| All | +578.8% | +294.4% | +284.5% | +126.5% |
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