+10.0%
MSCI vs EXEL
+160.6%
-150.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | +0.4% | +8.4% | -8.0% | -0.3% |
| 30D | +0.6% | +4.1% | -3.5% | +0.2% |
| 3M | -7.1% | +12.4% | -19.5% | -8.2% |
| 6M | +0.8% | +41.5% | -40.7% | -2.8% |
| YTD | +1.0% | +34.6% | -33.6% | -2.3% |
| 1Y | +4.3% | +57.9% | -53.5% | -0.8% |
| All | +10.0% | +160.6% | -150.7% | +0.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling