+65.2%
MSCI vs EXE
+161.3%
-96.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.4% |
| 7D | -0.7% | +2.9% | -3.6% | -1.0% |
| 30D | +16.2% | -4.9% | +21.1% | +16.9% |
| 3M | +16.1% | -8.3% | +24.4% | +17.3% |
| 6M | +12.9% | -7.8% | +20.8% | +13.8% |
| YTD | +14.8% | -19.0% | +33.9% | +17.4% |
| 1Y | +13.8% | -24.8% | +38.6% | +17.7% |
| 3Y | +31.2% | +20.8% | +10.4% | +24.6% |
| 5Y | +5.6% | +76.2% | -70.6% | -0.2% |
| All | +65.2% | +161.3% | -96.0% | +56.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling