+124.8%
MS vs EXEL
+283.4%
-158.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.9% | +0.5% |
| 7D | +0.8% | -2.4% | +3.2% | +1.2% |
| 30D | -0.7% | +17.9% | -18.6% | -3.4% |
| 3M | -12.4% | +33.3% | -45.6% | -16.6% |
| 6M | -1.7% | +46.6% | -48.3% | -8.2% |
| YTD | +8.0% | +61.0% | -53.0% | -1.1% |
| 1Y | +16.2% | +70.4% | -54.2% | +5.2% |
| 3Y | +171.3% | +236.1% | -64.8% | +109.3% |
| 5Y | +124.8% | +284.8% | -160.1% | +68.9% |
| All | +124.8% | +283.4% | -158.6% | +68.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling