+537.0%
MS vs XME
+266.4%
+270.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.3% | +0.4% |
| 7D | +3.7% | +5.3% | -1.7% | +0.5% |
| 30D | +2.0% | -8.2% | +10.2% | +6.8% |
| 3M | -12.6% | -18.4% | +5.8% | -2.5% |
| 6M | -0.3% | -22.8% | +22.6% | +13.9% |
| YTD | +9.0% | -7.9% | +16.9% | +10.5% |
| 1Y | +13.9% | -0.9% | +14.7% | +10.3% |
| 3Y | +173.6% | +96.0% | +77.7% | +71.2% |
| 5Y | +122.0% | +110.3% | +11.6% | +25.9% |
| All | +537.0% | +266.4% | +270.6% | +114.1% |
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