+247.5%
MS vs EXE
+191.4%
+56.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.4% | +0.6% |
| 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% | -1.4% |
| 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% | +43.5% |
| 3Y | +178.3% | +18.0% | +160.3% | +157.1% |
| 5Y | +144.9% | +109.4% | +35.5% | +88.6% |
| All | +247.5% | +191.4% | +56.1% | +134.7% |
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 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