+71.4%
MSFT vs XME
+179.6%
-108.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.5% |
| 7D | -1.4% | +3.6% | -5.0% | -2.4% |
| 30D | -1.0% | +3.6% | -4.7% | -2.1% |
| 3M | +20.2% | +1.2% | +19.0% | +19.2% |
| 6M | +21.3% | +9.0% | +12.2% | +16.9% |
| YTD | +2.8% | +15.9% | -13.1% | -3.2% |
| 1Y | 0.0% | +43.2% | -43.2% | -12.7% |
| 3Y | +51.2% | +137.4% | -86.1% | +8.9% |
| 5Y | +71.4% | +185.0% | -113.6% | +19.0% |
| All | +71.4% | +179.6% | -108.2% | +19.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling