+35.8%
MSCI vs EXEL
+230.5%
-194.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.5% |
| 7D | +3.0% | -0.8% | +3.8% | +3.1% |
| 30D | +17.8% | +13.1% | +4.7% | +16.5% |
| 3M | +15.2% | +36.3% | -21.1% | +11.9% |
| 6M | +16.5% | +34.5% | -18.0% | +13.1% |
| YTD | +16.4% | +57.4% | -41.1% | +10.8% |
| 1Y | +16.8% | +62.9% | -46.1% | +10.8% |
| 3Y | +35.8% | +229.5% | -193.8% | +20.2% |
| All | +35.8% | +230.5% | -194.7% | +20.2% |
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