+19.4%
MA vs EXEL
+74.8%
-55.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.1% | -2.6% | +0.3% |
| 7D | -0.3% | +2.3% | -2.6% | -0.4% |
| 30D | +11.3% | +19.8% | -8.5% | +10.5% |
| 3M | +16.7% | +32.7% | -16.0% | +15.4% |
| 6M | +32.8% | +49.0% | -16.2% | +30.9% |
| YTD | +15.6% | +63.7% | -48.1% | +12.7% |
| All | +19.4% | +74.8% | -55.5% | +14.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling