+174.8%
MS vs EXEL
+244.2%
-69.5%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.1% | 0.0% | +2.7% |
| 7D | +0.7% | +2.3% | -1.6% | +0.5% |
| 30D | -0.9% | +19.8% | -20.8% | -3.4% |
| 3M | -13.0% | +32.7% | -45.7% | -16.4% |
| 6M | -2.0% | +49.0% | -50.9% | -7.6% |
| YTD | +7.8% | +63.7% | -55.9% | -0.2% |
| 1Y | +17.9% | +75.8% | -57.9% | +7.9% |
| 3Y | +174.8% | +241.3% | -66.5% | +116.9% |
| All | +174.8% | +244.2% | -69.5% | +116.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling