+3.8%
MSCI vs EXE
+61.0%
-57.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.4% | -2.1% |
| 7D | +2.8% | -6.6% | +9.4% | +3.9% |
| 30D | +15.4% | -4.0% | +19.4% | +16.0% |
| 3M | +13.4% | -7.5% | +20.9% | +14.6% |
| 6M | +10.9% | -11.7% | +22.6% | +12.7% |
| YTD | +13.0% | -22.0% | +35.0% | +16.8% |
| 1Y | +12.0% | -21.8% | +33.8% | +15.6% |
| 3Y | +34.1% | +8.0% | +26.1% | +27.9% |
| All | +3.8% | +61.0% | -57.2% | -7.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling