+145.1%
MS vs EXE
+109.5%
+35.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -2.4% |
| 3M | +0.3% | +5.5% | -5.2% | -1.3% |
| 6M | +31.3% | -5.9% | +37.2% | +32.5% |
| YTD | +24.7% | -9.7% | +34.4% | +26.6% |
| 1Y | +47.9% | +3.6% | +44.3% | +43.6% |
| 3Y | +178.3% | +18.0% | +160.3% | +157.4% |
| All | +145.1% | +109.5% | +35.6% | +94.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling