+8.0%
EXE vs MSI
+77.7%
-69.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.8% |
| 7D | -6.6% | +4.7% | -11.2% | -7.1% |
| 30D | -4.0% | +14.8% | -18.8% | -5.5% |
| 3M | -7.5% | +8.8% | -16.3% | -8.4% |
| 6M | -11.7% | +19.3% | -31.0% | -13.5% |
| YTD | -22.0% | +35.3% | -57.3% | -25.3% |
| 1Y | -21.8% | +33.8% | -55.6% | -25.1% |
| 3Y | +8.0% | +74.4% | -66.4% | -3.3% |
| All | +8.0% | +77.7% | -69.7% | -3.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling