+555.8%
MS vs EXEL
+273.2%
+282.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | +1.4% | +8.4% | -7.0% | -0.5% |
| 30D | -0.3% | +4.1% | -4.3% | -1.3% |
| 3M | +0.3% | +12.4% | -12.1% | -2.6% |
| 6M | +31.3% | +41.5% | -10.2% | +20.6% |
| YTD | +24.7% | +34.6% | -10.0% | +15.5% |
| 1Y | +47.9% | +57.9% | -10.0% | +31.5% |
| 3Y | +178.3% | +159.5% | +18.8% | +115.2% |
| 5Y | +144.9% | +198.5% | -53.6% | +79.6% |
| 10Y | +804.5% | +411.4% | +393.2% | +421.1% |
| All | +555.8% | +273.2% | +282.6% | +103.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling