+181.3%
MS vs EXE
+18.5%
+162.8%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.4% | +0.5% |
| 7D | +1.4% | -0.3% | +1.6% | +1.4% |
| 30D | -0.3% | +8.5% | -8.7% | -2.2% |
| 3M | +0.3% | +5.5% | -5.2% | -1.2% |
| 6M | +31.3% | -5.9% | +37.2% | +32.8% |
| YTD | +24.7% | -9.7% | +34.4% | +27.2% |
| 1Y | +47.9% | +3.6% | +44.3% | +42.0% |
| All | +181.3% | +18.5% | +162.8% | +150.7% |
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