+104.6%
MA vs EXE
+165.2%
-60.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.2% |
| 7D | +1.3% | +5.3% | -4.0% | +0.5% |
| 30D | +9.6% | -2.2% | +11.8% | +9.9% |
| 3M | +16.8% | -5.9% | +22.7% | +17.7% |
| 6M | +35.2% | -5.7% | +40.9% | +36.0% |
| YTD | +16.6% | -17.8% | +34.4% | +19.4% |
| 1Y | +19.8% | -23.1% | +42.9% | +23.8% |
| 3Y | +70.7% | +21.2% | +49.5% | +62.7% |
| 5Y | +87.4% | +78.8% | +8.6% | +72.6% |
| All | +104.6% | +165.2% | -60.6% | +81.9% |
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