+73.1%
MA vs EXC
+47.1%
+26.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.8% |
| 7D | -2.7% | +0.3% | -3.0% | -2.8% |
| 30D | +1.5% | -3.7% | +5.3% | +2.7% |
| 3M | +20.4% | -1.3% | +21.7% | +20.8% |
| 6M | +11.1% | -9.7% | +20.8% | +14.5% |
| YTD | +2.0% | +2.9% | -0.9% | +0.3% |
| 1Y | -2.2% | +4.4% | -6.5% | -4.4% |
| 3Y | +41.9% | +22.2% | +19.7% | +29.5% |
| All | +73.1% | +47.1% | +26.0% | +47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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