+72.1%
MA vs EXEL
+231.1%
-159.1%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.7% | -0.6% |
| 7D | +2.3% | +0.3% | +2.0% | +2.3% |
| 30D | +14.7% | +19.0% | -4.4% | +12.6% |
| 3M | +13.5% | +33.3% | -19.8% | +10.0% |
| 6M | +33.1% | +42.9% | -9.7% | +27.8% |
| YTD | +15.1% | +58.7% | -43.7% | +8.8% |
| 1Y | +18.7% | +70.5% | -51.8% | +11.1% |
| 3Y | +72.1% | +233.8% | -161.8% | +48.9% |
| All | +72.1% | +231.1% | -159.1% | +48.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling