+104.4%
MA vs EXE
+163.8%
-59.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.2% |
| 7D | -1.8% | +1.5% | -3.3% | -2.0% |
| 30D | +11.0% | -0.2% | +11.2% | +11.0% |
| 3M | +17.9% | -9.2% | +27.1% | +19.4% |
| 6M | +33.2% | -7.2% | +40.4% | +34.2% |
| YTD | +16.5% | -18.3% | +34.8% | +19.4% |
| 1Y | +19.1% | -23.6% | +42.7% | +23.2% |
| 3Y | +70.6% | +21.9% | +48.6% | +62.3% |
| 5Y | +92.1% | +73.7% | +18.5% | +77.1% |
| All | +104.4% | +163.8% | -59.3% | +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