+27.5%
MSI vs XME
+5.2%
+22.3%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.2% | +1.2% |
| 7D | +2.8% | -5.5% | +8.3% | +2.8% |
| 30D | +9.1% | -11.1% | +20.3% | +9.2% |
| 3M | +12.5% | -11.1% | +23.7% | +12.3% |
| 6M | +14.2% | -18.0% | +32.2% | +14.8% |
| YTD | +30.7% | -7.4% | +38.1% | +28.7% |
| 1Y | +27.5% | +6.7% | +20.9% | +22.0% |
| All | +27.5% | +5.2% | +22.3% | +22.0% |
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 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