+16.2%
MS vs EXC
+2.3%
+13.9%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.2% |
| 7D | +0.8% | +0.1% | +0.7% | +0.8% |
| 30D | -0.7% | +9.0% | -9.7% | +2.1% |
| 3M | -12.4% | +3.3% | -15.7% | -11.7% |
| 6M | -1.7% | +5.7% | -7.4% | +0.1% |
| YTD | +8.0% | +7.3% | +0.7% | +9.7% |
| 1Y | +16.2% | +2.9% | +13.3% | +18.4% |
| All | +16.2% | +2.3% | +13.9% | +18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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