+885.0%
MSFT vs XME
+412.4%
+472.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.2% | -0.3% |
| 7D | -1.0% | -0.2% | -0.8% | -1.0% |
| 30D | -2.7% | +1.4% | -4.1% | -3.3% |
| 3M | +22.1% | +2.7% | +19.4% | +20.3% |
| 6M | +20.6% | +6.5% | +14.1% | +16.6% |
| YTD | +2.3% | +15.2% | -12.9% | -4.2% |
| 1Y | -0.5% | +43.5% | -44.0% | -14.2% |
| 3Y | +50.5% | +135.9% | -85.3% | +6.8% |
| 5Y | +72.3% | +181.5% | -109.1% | +12.1% |
| 10Y | +885.0% | +436.9% | +448.2% | +363.6% |
| All | +885.0% | +412.4% | +472.6% | +363.6% |
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