-23.1%
EXE vs MSI
+37.5%
-60.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.7% | +0.8% |
| 7D | +5.3% | +3.2% | +2.1% | +5.2% |
| 30D | -2.2% | +17.6% | -19.8% | -2.9% |
| 3M | -5.9% | +14.5% | -20.4% | -6.5% |
| 6M | -5.7% | +34.3% | -40.0% | -6.7% |
| YTD | -17.8% | +39.7% | -57.6% | -20.6% |
| 1Y | -23.1% | +40.2% | -63.3% | -27.0% |
| All | -23.1% | +37.5% | -60.7% | -27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 1y: compounded portfolio wealth divided by compounded MSI 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…
1y analysis · Full analysis span regression · 6 months rolling