+171.3%
MS vs EXE
+18.1%
+153.2%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.3% | -2.1% | -0.2% |
| 7D | +0.8% | -2.2% | +3.0% | +1.2% |
| 30D | -0.7% | -0.3% | -0.4% | -0.8% |
| 3M | -12.4% | -9.3% | -3.0% | -10.7% |
| 6M | -1.7% | -7.2% | +5.5% | -0.6% |
| YTD | +8.0% | -18.9% | +27.0% | +12.7% |
| 1Y | +16.2% | -21.7% | +37.9% | +22.6% |
| 3Y | +171.3% | +21.0% | +150.3% | +137.1% |
| All | +171.3% | +18.1% | +153.2% | +137.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling