+19.9%
MA vs EXEL
+72.0%
-52.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +0.5% |
| 7D | +1.8% | -2.4% | +4.2% | +1.9% |
| 30D | +11.8% | +17.9% | -6.1% | +11.1% |
| 3M | +17.2% | +33.3% | -16.1% | +15.9% |
| 6M | +33.4% | +46.6% | -13.2% | +31.7% |
| YTD | +16.1% | +61.0% | -44.9% | +13.4% |
| 1Y | +19.9% | +70.4% | -50.5% | +15.2% |
| All | +19.9% | +72.0% | -52.1% | +15.2% |
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 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