+576.2%
MS vs XME
+242.3%
+333.9%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.1% |
| 7D | +1.4% | -0.1% | +1.5% | +1.4% |
| 30D | -0.3% | +6.0% | -6.2% | -4.4% |
| 3M | +0.3% | -7.7% | +8.0% | +4.6% |
| 6M | +31.3% | +1.0% | +30.4% | +27.9% |
| YTD | +24.7% | +14.6% | +10.0% | +10.3% |
| 1Y | +47.9% | +46.0% | +2.0% | +9.7% |
| 3Y | +178.3% | +127.0% | +51.3% | +50.6% |
| 5Y | +144.9% | +175.8% | -30.9% | +8.4% |
| 10Y | +804.5% | +414.6% | +389.9% | +135.6% |
| All | +576.2% | +242.3% | +333.9% | +73.7% |
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