+20.9%
MS vs EXE
-18.4%
+39.4%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.9% | +7.1% | +3.9% |
| 7D | +2.6% | -4.7% | +7.3% | +2.1% |
| 30D | +2.6% | +1.0% | +1.6% | +2.7% |
| 3M | -10.1% | -5.6% | -4.5% | -10.5% |
| 6M | +4.4% | -12.3% | +16.7% | +3.1% |
| YTD | +11.7% | -19.5% | +31.2% | +12.2% |
| 1Y | +20.9% | -18.9% | +39.8% | +19.4% |
| All | +20.9% | -18.4% | +39.4% | +19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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