+915.1%
MSFT vs EXEL
+320.7%
+594.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.4% |
| 7D | -1.3% | -0.8% | -0.4% | -1.1% |
| 30D | -1.8% | +13.1% | -15.0% | -3.8% |
| 3M | +5.6% | +36.3% | -30.7% | +0.3% |
| 6M | +29.8% | +34.5% | -4.7% | +23.2% |
| YTD | +9.0% | +57.4% | -48.4% | +0.3% |
| 1Y | +4.9% | +62.9% | -58.0% | -4.1% |
| 3Y | +46.2% | +229.5% | -183.3% | +13.8% |
| 5Y | +62.1% | +281.2% | -219.1% | +20.9% |
| All | +915.1% | +320.7% | +594.4% | +641.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling