+568.4%
MA vs EXEL
+363.4%
+205.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +0.7% |
| 7D | +1.8% | -2.4% | +4.2% | +2.2% |
| 30D | +11.8% | +17.9% | -6.1% | +8.6% |
| 3M | +17.2% | +33.3% | -16.1% | +11.2% |
| 6M | +33.4% | +46.6% | -13.2% | +24.1% |
| YTD | +16.1% | +61.0% | -44.9% | +5.7% |
| 1Y | +19.9% | +70.4% | -50.5% | +7.9% |
| 3Y | +70.1% | +236.1% | -166.0% | +31.2% |
| 5Y | +89.6% | +284.8% | -195.2% | +40.4% |
| 10Y | +568.4% | +348.4% | +220.0% | +378.2% |
| All | +568.4% | +363.4% | +205.0% | +378.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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