+2,785.5%
MSCI vs EXEL
+675.6%
+2,109.9%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.2% | +1.9% |
| 7D | +2.7% | -2.4% | +5.1% | +3.1% |
| 30D | +16.2% | +17.9% | -1.7% | +13.1% |
| 3M | +17.1% | +33.3% | -16.2% | +11.5% |
| 6M | +13.0% | +46.6% | -33.5% | +5.6% |
| YTD | +15.8% | +61.0% | -45.3% | +6.1% |
| 1Y | +15.5% | +70.4% | -55.0% | +4.7% |
| 3Y | +32.3% | +236.1% | -203.8% | +4.5% |
| 5Y | +8.2% | +284.8% | -276.7% | -17.3% |
| 10Y | +800.7% | +348.4% | +452.3% | +524.4% |
| All | +2,785.5% | +675.6% | +2,109.9% | +964.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling