+191.3%
MS vs EXE
+151.8%
+39.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.3% | -0.3% |
| 7D | -1.6% | -6.6% | +5.0% | +0.1% |
| 30D | -3.8% | -4.0% | +0.2% | -2.9% |
| 3M | -14.6% | -7.5% | -7.1% | -13.2% |
| 6M | -5.1% | -11.7% | +6.6% | -2.7% |
| YTD | +4.5% | -22.0% | +26.5% | +10.0% |
| 1Y | +13.5% | -21.8% | +35.3% | +19.2% |
| 3Y | +160.4% | +8.0% | +152.4% | +145.3% |
| 5Y | +112.9% | +62.3% | +50.6% | +76.6% |
| All | +191.3% | +151.8% | +39.6% | +103.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling