+15.5%
MSCI vs EXE
-20.6%
+36.1%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.3% | -0.7% | +1.7% |
| 7D | +2.7% | -2.2% | +4.9% | +2.5% |
| 30D | +16.2% | -0.3% | +16.6% | +16.1% |
| 3M | +17.1% | -9.3% | +26.4% | +16.3% |
| 6M | +13.0% | -7.2% | +20.2% | +12.5% |
| YTD | +15.8% | -18.9% | +34.7% | +15.2% |
| 1Y | +15.5% | -21.7% | +37.2% | +14.7% |
| All | +15.5% | -20.6% | +36.1% | +14.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling