+125.1%
MSFT vs EXE
+163.8%
-38.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.8% | -3.0% | -2.3% |
| 7D | -6.2% | +1.5% | -7.7% | -6.4% |
| 30D | -3.7% | -0.2% | -3.5% | -3.7% |
| 3M | +3.6% | -9.2% | +12.9% | +4.6% |
| 6M | +26.8% | -7.2% | +34.0% | +27.6% |
| YTD | +8.4% | -18.3% | +26.7% | +10.3% |
| 1Y | +3.3% | -23.6% | +26.9% | +5.9% |
| 3Y | +44.3% | +21.9% | +22.3% | +38.8% |
| 5Y | +63.3% | +73.7% | -10.3% | +56.0% |
| All | +125.1% | +163.8% | -38.7% | +114.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling