+799.1%
MSI vs XME
+175.1%
+624.0%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -0.2% |
| 7D | +2.6% | +5.3% | -2.8% | +0.7% |
| 30D | +18.1% | -8.2% | +26.3% | +21.1% |
| 3M | +13.2% | -18.4% | +31.6% | +20.4% |
| 6M | +36.3% | -22.8% | +59.1% | +46.4% |
| YTD | +39.5% | -7.9% | +47.4% | +38.9% |
| 1Y | +36.9% | -0.9% | +37.7% | +32.3% |
| 3Y | +76.1% | +96.0% | -19.9% | +28.3% |
| 5Y | +123.7% | +110.3% | +13.4% | +54.0% |
| 10Y | +664.3% | +272.8% | +391.5% | +289.2% |
| All | +799.1% | +175.1% | +624.0% | +287.1% |
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