-2.1%
MA vs EXE
+3.8%
-5.8%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.5% |
| 7D | -1.8% | -1.8% | 0.0% | -1.7% |
| 30D | +1.4% | +6.4% | -5.0% | +1.0% |
| 3M | +17.7% | +9.2% | +8.5% | +17.1% |
| 6M | +9.7% | -7.0% | +16.7% | +10.1% |
| YTD | +0.5% | -9.5% | +10.0% | +1.4% |
| 1Y | -2.1% | +6.2% | -8.3% | -1.3% |
| All | -2.1% | +3.8% | -5.8% | -1.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling