+125.9%
MS vs EXE
+76.5%
+49.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.4% |
| 7D | -1.7% | +1.5% | -3.2% | -2.1% |
| 30D | +0.9% | -0.2% | +1.1% | +0.9% |
| 3M | -10.8% | -9.2% | -1.6% | -8.9% |
| 6M | +0.9% | -7.2% | +8.1% | +2.2% |
| YTD | +9.8% | -18.3% | +28.1% | +14.1% |
| 1Y | +17.1% | -23.6% | +40.7% | +24.1% |
| 3Y | +175.7% | +21.9% | +153.8% | +151.5% |
| 5Y | +125.9% | +73.7% | +52.2% | +90.6% |
| All | +125.9% | +76.5% | +49.3% | +90.6% |
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