+41.0%
MAS vs EXEL
+260.1%
-219.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.3% | -3.2% | -2.1% |
| 7D | +2.0% | +0.3% | +1.7% | +1.9% |
| 30D | +19.4% | +19.0% | +0.3% | +15.7% |
| 3M | +9.4% | +33.3% | -23.9% | +3.8% |
| 6M | +15.3% | +42.9% | -27.5% | +8.1% |
| YTD | +31.3% | +58.7% | -27.4% | +20.7% |
| 1Y | +34.9% | +70.5% | -35.7% | +22.4% |
| 3Y | +58.6% | +233.8% | -175.2% | +24.3% |
| All | +41.0% | +260.1% | -219.1% | +6.0% |
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