+75.3%
MA vs EXE
+187.5%
-112.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.4% |
| 7D | -3.5% | -2.7% | -0.8% | -3.1% |
| 30D | +0.8% | -0.4% | +1.1% | +0.8% |
| 3M | +14.8% | +9.5% | +5.3% | +13.1% |
| 6M | +10.0% | -9.3% | +19.3% | +11.3% |
| YTD | -0.1% | -10.9% | +10.8% | +1.2% |
| 1Y | -2.2% | +4.3% | -6.5% | -3.6% |
| 3Y | +39.3% | +18.8% | +20.5% | +33.3% |
| 5Y | +66.3% | +101.4% | -35.1% | +50.7% |
| All | +75.3% | +187.5% | -112.2% | +54.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 10y: compounded portfolio wealth divided by compounded EXE 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…
10y analysis · Full analysis span regression · 6 months rolling