+894.4%
MSFT vs XME
+277.3%
+617.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.7% | -2.9% | -2.5% |
| 7D | -6.2% | +1.5% | -7.8% | -6.7% |
| 30D | -3.7% | -7.3% | +3.6% | -1.5% |
| 3M | +3.6% | -17.4% | +21.1% | +9.5% |
| 6M | +26.8% | -21.8% | +48.6% | +35.4% |
| YTD | +8.4% | -6.0% | +14.4% | +7.9% |
| 1Y | +3.3% | +3.8% | -0.5% | -0.9% |
| 3Y | +44.3% | +100.0% | -55.8% | +6.9% |
| 5Y | +63.3% | +116.1% | -52.7% | +14.9% |
| 10Y | +894.4% | +280.6% | +613.8% | +409.5% |
| All | +894.4% | +277.3% | +617.0% | +409.5% |
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