+123.7%
MSI vs XME
+112.8%
+11.0%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -0.5% |
| 7D | +2.6% | +5.3% | -2.8% | +1.5% |
| 30D | +18.1% | -8.2% | +26.3% | +19.9% |
| 3M | +13.2% | -18.4% | +31.6% | +17.5% |
| 6M | +36.3% | -22.8% | +59.1% | +42.7% |
| YTD | +39.5% | -7.9% | +47.4% | +38.3% |
| 1Y | +36.9% | -0.9% | +37.7% | +32.8% |
| 3Y | +76.1% | +96.0% | -19.9% | +34.6% |
| 5Y | +123.7% | +110.3% | +13.4% | +66.0% |
| All | +123.7% | +112.8% | +11.0% | +66.0% |
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