+5.3%
MSCI vs EXEL
+281.2%
-275.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.2% |
| 7D | +2.7% | -0.8% | +3.5% | +2.8% |
| 30D | +17.4% | +13.1% | +4.3% | +14.9% |
| 3M | +14.8% | +36.3% | -21.5% | +8.5% |
| 6M | +16.1% | +34.5% | -18.4% | +9.6% |
| YTD | +16.0% | +57.4% | -41.4% | +5.7% |
| 1Y | +16.4% | +62.9% | -46.5% | +5.3% |
| 3Y | +35.3% | +229.5% | -194.2% | -1.8% |
| All | +5.3% | +281.2% | -275.9% | -29.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling