+13.5%
MS vs EXEL
+73.7%
-60.2%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.7% |
| 7D | -1.6% | +0.3% | -1.8% | -1.4% |
| 30D | -3.8% | +19.0% | -22.8% | -5.6% |
| 3M | -14.6% | +33.3% | -47.9% | -17.5% |
| 6M | -5.1% | +42.9% | -47.9% | -9.3% |
| YTD | +4.5% | +58.7% | -54.2% | -2.6% |
| 1Y | +13.5% | +70.5% | -57.0% | +2.8% |
| All | +13.5% | +73.7% | -60.2% | +2.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling