+39.8%
MSCI vs EXE
+192.2%
-152.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.3% | -4.1% | -3.8% |
| 7D | -2.1% | -1.8% | -0.3% | -1.8% |
| 30D | -1.7% | +6.4% | -8.1% | -2.6% |
| 3M | -8.2% | +9.2% | -17.5% | -9.4% |
| 6M | -2.4% | -7.0% | +4.5% | -1.7% |
| YTD | -2.8% | -9.5% | +6.6% | -1.9% |
| 1Y | -2.7% | +6.2% | -8.9% | -4.6% |
| 3Y | +7.3% | +20.7% | -13.4% | +2.3% |
| 5Y | -11.4% | +103.6% | -115.1% | -17.0% |
| All | +39.8% | +192.2% | -152.4% | +30.5% |
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