+100.0%
MSI vs XME
+183.2%
-83.3%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | 0.0% | -0.5% |
| 7D | -4.0% | -0.2% | -3.7% | -3.9% |
| 30D | -0.5% | +1.4% | -1.9% | -0.9% |
| 3M | +11.4% | +2.7% | +8.7% | +10.3% |
| 6M | +1.0% | +6.5% | -5.5% | -1.3% |
| YTD | +20.7% | +15.2% | +5.5% | +14.8% |
| 1Y | -2.7% | +43.5% | -46.2% | -13.4% |
| 3Y | +68.2% | +135.9% | -67.7% | +26.3% |
| 5Y | +100.0% | +181.5% | -81.5% | +40.5% |
| All | +100.0% | +183.2% | -83.3% | +40.5% |
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 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