+4.3%
EXE vs MSI
-2.5%
+6.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.6% |
| 7D | -2.7% | -4.0% | +1.3% | -2.9% |
| 30D | -0.4% | -0.5% | +0.1% | -0.3% |
| 3M | +9.5% | +11.4% | -1.9% | +10.2% |
| 6M | -9.3% | +1.0% | -10.3% | -9.5% |
| YTD | -10.9% | +20.7% | -31.6% | -8.3% |
| 1Y | +4.3% | -2.7% | +7.0% | +2.8% |
| All | +4.3% | -2.5% | +6.8% | +2.8% |
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