+2,417.1%
MSCI vs EXEL
+548.5%
+1,868.7%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -9.1% |
| 6M | +0.8% | +41.5% | -40.7% | -5.4% |
| YTD | +1.0% | +34.6% | -33.6% | -4.6% |
| 1Y | +4.3% | +57.9% | -53.5% | -4.4% |
| 3Y | +9.9% | +159.5% | -149.6% | -9.5% |
| 5Y | -6.8% | +198.5% | -205.2% | -25.8% |
| 10Y | +614.7% | +411.4% | +203.3% | +380.8% |
| All | +2,417.1% | +548.5% | +1,868.7% | +857.1% |
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