+206.1%
MS vs EXE
+165.2%
+40.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.6% |
| 7D | +5.1% | +5.3% | -0.3% | +3.7% |
| 30D | +5.7% | -2.2% | +7.9% | +6.2% |
| 3M | -12.2% | -5.9% | -6.3% | -11.0% |
| 6M | -0.5% | -5.7% | +5.2% | +0.4% |
| YTD | +9.8% | -17.8% | +27.7% | +14.1% |
| 1Y | +17.7% | -23.1% | +40.9% | +24.6% |
| 3Y | +176.8% | +21.2% | +155.6% | +153.1% |
| 5Y | +123.7% | +78.8% | +44.9% | +80.9% |
| All | +206.1% | +165.2% | +40.9% | +111.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling