+73.1%
MA vs EXEL
+199.5%
-126.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.1% |
| 7D | -2.7% | +8.4% | -11.1% | -4.0% |
| 30D | +1.5% | +4.1% | -2.5% | +0.7% |
| 3M | +20.4% | +12.4% | +8.0% | +17.9% |
| 6M | +11.1% | +41.5% | -30.4% | +4.2% |
| YTD | +2.0% | +34.6% | -32.7% | -3.8% |
| 1Y | -2.2% | +57.9% | -60.0% | -10.8% |
| 3Y | +41.9% | +159.5% | -117.6% | +13.2% |
| All | +73.1% | +199.5% | -126.5% | +25.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling