+872.1%
MSFT vs EXEL
+386.3%
+485.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.4% |
| 7D | -3.5% | -2.9% | -0.6% | -3.0% |
| 30D | -2.1% | +11.9% | -14.0% | -3.8% |
| 3M | +24.2% | +9.2% | +14.9% | +22.2% |
| 6M | +21.9% | +39.1% | -17.2% | +15.2% |
| YTD | +2.5% | +31.0% | -28.6% | -2.4% |
| 1Y | -0.8% | +52.3% | -53.1% | -8.1% |
| 3Y | +50.8% | +159.7% | -109.0% | +24.2% |
| 5Y | +73.5% | +187.7% | -114.2% | +38.4% |
| All | +872.1% | +386.3% | +485.8% | +654.1% |
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 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