+140.6%
EXE vs MAS
+63.3%
+77.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.1% | -0.6% |
| 7D | -6.6% | +2.0% | -8.5% | -6.8% |
| 30D | -4.0% | +19.4% | -23.4% | -6.2% |
| 3M | -7.5% | +9.4% | -16.9% | -8.7% |
| 6M | -11.7% | +15.3% | -27.0% | -14.0% |
| YTD | -22.0% | +31.3% | -53.3% | -26.3% |
| 1Y | -21.8% | +34.9% | -56.7% | -26.5% |
| 3Y | +8.0% | +58.6% | -50.6% | -6.0% |
| 5Y | +62.3% | +40.7% | +21.6% | +43.8% |
| All | +140.6% | +63.3% | +77.3% | +106.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 10y: compounded portfolio wealth divided by compounded MAS 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…
10y analysis · Full analysis span regression · 6 months rolling