+4.9%
MSFT vs XME
-2.0%
+7.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.4% |
| 7D | -1.3% | +0.3% | -1.6% | -1.3% |
| 30D | -1.8% | -6.1% | +4.3% | -1.0% |
| 3M | +5.6% | -18.6% | +24.3% | +8.2% |
| 6M | +29.8% | -23.9% | +53.7% | +33.1% |
| YTD | +9.0% | -9.3% | +18.4% | +9.9% |
| 1Y | +4.9% | +1.8% | +3.2% | +4.1% |
| All | +4.9% | -2.0% | +7.0% | +4.1% |
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 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