+2,215.2%
MSFT vs EXEL
+346.4%
+1,868.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.6% | -2.0% |
| 7D | +2.3% | -2.4% | +4.7% | +2.6% |
| 30D | -0.4% | +17.9% | -18.3% | -2.4% |
| 3M | +5.6% | +33.3% | -27.7% | +1.8% |
| 6M | +29.0% | +46.6% | -17.6% | +22.7% |
| YTD | +10.9% | +61.0% | -50.1% | +4.0% |
| 1Y | +6.2% | +70.4% | -64.2% | -1.1% |
| 3Y | +47.6% | +236.1% | -188.5% | +23.9% |
| 5Y | +67.9% | +284.8% | -216.9% | +37.6% |
| 10Y | +922.9% | +348.4% | +574.5% | +681.5% |
| All | +2,215.2% | +346.4% | +1,868.9% | +991.9% |
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