+3,029.2%
MSFT vs XME
+242.3%
+2,786.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.1% |
| 7D | -2.7% | -0.1% | -2.6% | -2.7% |
| 30D | +2.7% | +6.0% | -3.3% | +0.6% |
| 3M | +17.0% | -7.7% | +24.7% | +19.2% |
| 6M | +23.8% | +1.0% | +22.9% | +21.8% |
| YTD | +4.0% | +14.6% | -10.7% | -2.4% |
| 1Y | -0.8% | +46.0% | -46.8% | -14.6% |
| 3Y | +55.6% | +127.0% | -71.4% | +13.6% |
| 5Y | +72.9% | +175.8% | -102.9% | +15.5% |
| 10Y | +875.8% | +414.6% | +461.2% | +394.2% |
| All | +3,029.2% | +242.3% | +2,786.9% | +1,333.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling