+578.8%
MS vs EXEL
+445.6%
+133.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.1% | 0.0% | +2.5% |
| 7D | +0.7% | +2.3% | -1.6% | +0.3% |
| 30D | -0.9% | +19.8% | -20.8% | -4.5% |
| 3M | -13.0% | +32.7% | -45.7% | -18.0% |
| 6M | -2.0% | +49.0% | -50.9% | -10.1% |
| YTD | +7.8% | +63.7% | -55.9% | -3.5% |
| 1Y | +17.9% | +75.8% | -57.9% | +3.9% |
| 3Y | +174.8% | +241.3% | -66.5% | +104.0% |
| 5Y | +119.9% | +289.0% | -169.2% | +55.4% |
| 10Y | +578.8% | +377.6% | +201.2% | +339.3% |
| All | +578.8% | +445.6% | +133.3% | +339.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 10y: compounded portfolio wealth divided by compounded EXEL 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…
10y analysis · Full analysis span regression · 6 months rolling