+693.4%
MSI vs XME
+242.3%
+451.1%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -1.0% |
| 7D | -3.7% | -0.1% | -3.6% | -3.7% |
| 30D | +6.8% | +6.0% | +0.8% | +4.3% |
| 3M | +14.3% | -7.7% | +22.0% | +16.3% |
| 6M | -1.3% | +1.0% | -2.3% | -3.3% |
| YTD | +23.1% | +14.6% | +8.5% | +14.3% |
| 1Y | -0.8% | +46.0% | -46.8% | -16.5% |
| 3Y | +70.9% | +127.0% | -56.1% | +19.1% |
| 5Y | +103.3% | +175.8% | -72.5% | +27.4% |
| 10Y | +599.2% | +414.6% | +184.6% | +217.6% |
| All | +693.4% | +242.3% | +451.1% | +218.6% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling