+50.6%
MSFT vs EXE
+12.8%
+37.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.9% |
| 7D | +1.7% | -6.6% | +8.2% | +2.2% |
| 30D | +0.2% | -4.0% | +4.2% | +0.4% |
| 3M | +6.4% | -7.5% | +13.8% | +7.0% |
| 6M | +28.7% | -11.7% | +40.4% | +29.9% |
| YTD | +10.4% | -22.0% | +32.4% | +12.6% |
| 1Y | +7.6% | -21.8% | +29.4% | +9.5% |
| All | +50.6% | +12.8% | +37.7% | +45.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 3y: compounded portfolio wealth divided by compounded EXE 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…
3y analysis · Full analysis span regression · 6 months rolling