+102.9%
MA vs EXE
+155.8%
-52.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | +0.2% |
| 7D | -0.3% | -3.9% | +3.6% | +0.2% |
| 30D | +11.3% | -2.6% | +13.9% | +11.6% |
| 3M | +16.7% | -6.9% | +23.5% | +17.7% |
| 6M | +32.8% | -9.3% | +42.1% | +34.3% |
| YTD | +15.6% | -20.7% | +36.4% | +19.0% |
| 1Y | +19.6% | -21.8% | +41.4% | +23.2% |
| 3Y | +72.1% | +16.2% | +55.9% | +65.0% |
| 5Y | +96.0% | +61.1% | +34.9% | +81.6% |
| All | +102.9% | +155.8% | -52.9% | +81.3% |
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