+2,762.0%
MSCI vs EXEL
+667.5%
+2,094.5%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.3% |
| 7D | -0.7% | +1.6% | -2.3% | -1.0% |
| 30D | +16.2% | +17.4% | -1.2% | +13.1% |
| 3M | +16.1% | +38.6% | -22.5% | +9.9% |
| 6M | +12.9% | +41.2% | -28.3% | +6.2% |
| YTD | +14.8% | +59.3% | -44.5% | +5.4% |
| 1Y | +13.8% | +60.2% | -46.4% | +4.3% |
| 3Y | +31.2% | +232.6% | -201.3% | +3.9% |
| 5Y | +5.6% | +285.9% | -280.3% | -19.3% |
| 10Y | +806.4% | +325.9% | +480.6% | +533.7% |
| All | +2,762.0% | +667.5% | +2,094.5% | +957.8% |
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