-7.5%
MSCI vs EXEL
+199.5%
-207.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | +0.4% | +8.4% | -8.0% | -1.0% |
| 30D | +0.6% | +4.1% | -3.5% | -0.3% |
| 3M | -7.1% | +12.4% | -19.5% | -9.3% |
| 6M | +0.8% | +41.5% | -40.7% | -6.1% |
| YTD | +1.0% | +34.6% | -33.6% | -5.2% |
| 1Y | +4.3% | +57.9% | -53.5% | -5.6% |
| 3Y | +9.9% | +159.5% | -149.6% | -15.0% |
| All | -7.5% | +199.5% | -207.0% | -35.5% |
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