+66.6%
MSCI vs EXE
+161.7%
-95.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.3% | -0.7% | +1.3% |
| 7D | +2.7% | -2.2% | +4.9% | +2.9% |
| 30D | +16.2% | -0.3% | +16.6% | +16.2% |
| 3M | +17.1% | -9.3% | +26.4% | +18.4% |
| 6M | +13.0% | -7.2% | +20.2% | +13.8% |
| YTD | +15.8% | -18.9% | +34.7% | +18.4% |
| 1Y | +15.5% | -21.7% | +37.2% | +18.6% |
| 3Y | +32.3% | +21.0% | +11.3% | +25.6% |
| 5Y | +8.2% | +76.0% | -67.8% | +2.2% |
| All | +66.6% | +161.7% | -95.1% | +57.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 10y: compounded portfolio wealth divided by compounded EXE 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…
10y analysis · Full analysis span regression · 6 months rolling