+181.3%
MS vs EXEL
+160.6%
+20.7%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | +1.4% | +8.4% | -7.0% | +0.1% |
| 30D | -0.3% | +4.1% | -4.3% | -0.9% |
| 3M | +0.3% | +12.4% | -12.1% | -1.6% |
| 6M | +31.3% | +41.5% | -10.2% | +23.9% |
| YTD | +24.7% | +34.6% | -10.0% | +18.3% |
| 1Y | +47.9% | +57.9% | -10.0% | +36.3% |
| All | +181.3% | +160.6% | +20.7% | +130.5% |
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