+5.6%
MSCI vs EXE
+76.7%
-71.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.2% |
| 7D | +3.0% | +5.3% | -2.3% | +2.2% |
| 30D | +17.8% | -2.2% | +20.0% | +18.1% |
| 3M | +15.2% | -5.9% | +21.1% | +16.1% |
| 6M | +16.5% | -5.7% | +22.2% | +17.2% |
| YTD | +16.4% | -17.8% | +34.2% | +19.3% |
| 1Y | +16.8% | -23.1% | +39.9% | +21.2% |
| 3Y | +35.8% | +21.2% | +14.6% | +26.6% |
| All | +5.6% | +76.7% | -71.1% | -8.8% |
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