+122.9%
MS vs EXEL
+281.2%
-158.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.0% |
| 7D | +5.1% | -0.8% | +5.9% | +5.2% |
| 30D | +5.7% | +13.1% | -7.5% | +3.5% |
| 3M | -12.2% | +36.3% | -48.5% | -16.7% |
| 6M | -0.5% | +34.5% | -35.0% | -5.7% |
| YTD | +9.8% | +57.4% | -47.6% | +0.9% |
| 1Y | +17.7% | +62.9% | -45.2% | +7.4% |
| 3Y | +176.8% | +229.5% | -52.7% | +114.0% |
| All | +122.9% | +281.2% | -158.3% | +66.5% |
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 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