+92.3%
MA vs EXE
+61.0%
+31.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.4% |
| 7D | +2.3% | -6.6% | +8.9% | +3.4% |
| 30D | +14.7% | -4.0% | +18.7% | +15.3% |
| 3M | +13.5% | -7.5% | +20.9% | +14.7% |
| 6M | +33.1% | -11.7% | +44.8% | +35.4% |
| YTD | +15.1% | -22.0% | +37.1% | +19.1% |
| 1Y | +18.7% | -21.8% | +40.5% | +22.7% |
| 3Y | +72.1% | +8.0% | +64.1% | +65.8% |
| All | +92.3% | +61.0% | +31.3% | +74.8% |
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