-0.5%
MSFT vs XME
+42.3%
-42.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.2% | -0.4% |
| 7D | -1.0% | -0.2% | -0.8% | -1.0% |
| 30D | -2.7% | +1.4% | -4.1% | -2.9% |
| 3M | +22.1% | +2.7% | +19.4% | +20.9% |
| 6M | +20.6% | +6.5% | +14.1% | +18.4% |
| YTD | +2.3% | +15.2% | -12.9% | 0.0% |
| 1Y | -0.5% | +43.5% | -44.0% | -5.6% |
| All | -0.5% | +42.3% | -42.8% | -5.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling