+106.6%
EXE vs MSI
+103.4%
+3.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -0.9% |
| 7D | -0.3% | -3.7% | +3.4% | +0.6% |
| 30D | +8.5% | +6.8% | +1.6% | +6.6% |
| 3M | +5.5% | +14.3% | -8.8% | +1.8% |
| 6M | -5.9% | -1.6% | -4.3% | -5.8% |
| YTD | -9.7% | +22.8% | -32.5% | -15.3% |
| 1Y | +3.6% | -1.1% | +4.7% | +3.5% |
| 3Y | +18.0% | +70.5% | -52.4% | -4.0% |
| All | +106.6% | +103.4% | +3.2% | +59.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling