+605.8%
MSCI vs EXEL
+380.2%
+225.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.3% | -1.5% | -3.4% |
| 7D | -2.1% | +1.4% | -3.4% | -2.3% |
| 30D | -1.7% | +6.7% | -8.4% | -2.9% |
| 3M | -8.2% | +11.5% | -19.7% | -10.3% |
| 6M | -2.4% | +38.8% | -41.2% | -8.6% |
| YTD | -2.8% | +31.6% | -34.4% | -8.3% |
| 1Y | -2.7% | +53.0% | -55.7% | -11.0% |
| 3Y | +7.3% | +160.8% | -153.5% | -13.8% |
| 5Y | -11.4% | +190.1% | -201.5% | -31.2% |
| 10Y | +605.8% | +367.0% | +238.9% | +408.3% |
| All | +605.8% | +380.2% | +225.6% | +408.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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