+73.1%
MA vs EXE
+109.5%
-36.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | 0.0% | -0.9% |
| 7D | -2.7% | -0.3% | -2.4% | -2.7% |
| 30D | +1.5% | +8.5% | -6.9% | +0.2% |
| 3M | +20.4% | +5.5% | +15.0% | +19.2% |
| 6M | +11.1% | -5.9% | +17.0% | +11.9% |
| YTD | +2.0% | -9.7% | +11.7% | +3.2% |
| 1Y | -2.2% | +3.6% | -5.7% | -3.5% |
| 3Y | +41.9% | +18.0% | +23.9% | +35.5% |
| All | +73.1% | +109.5% | -36.4% | +55.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling