+505.6%
MA vs EXEL
+380.2%
+125.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.8% | -1.1% |
| 7D | -1.8% | +1.4% | -3.1% | -2.0% |
| 30D | +1.4% | +6.7% | -5.2% | +0.3% |
| 3M | +17.7% | +11.5% | +6.3% | +15.4% |
| 6M | +9.7% | +38.8% | -29.1% | +3.2% |
| YTD | +0.5% | +31.6% | -31.1% | -4.8% |
| 1Y | -2.1% | +53.0% | -55.1% | -10.0% |
| 3Y | +40.1% | +160.8% | -120.7% | +14.6% |
| 5Y | +67.5% | +190.1% | -122.6% | +32.6% |
| 10Y | +505.6% | +367.0% | +138.6% | +356.3% |
| All | +505.6% | +380.2% | +125.4% | +356.3% |
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