+671.3%
MSI vs EXEL
+354.7%
+316.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.5% |
| 7D | +7.7% | -2.8% | +10.5% | +8.0% |
| 30D | +19.9% | +18.2% | +1.7% | +17.3% |
| 3M | +14.9% | +37.7% | -22.8% | +10.2% |
| 6M | +37.2% | +42.2% | -5.0% | +30.6% |
| YTD | +40.8% | +61.3% | -20.5% | +31.1% |
| 1Y | +38.1% | +64.5% | -26.4% | +28.2% |
| 3Y | +77.7% | +236.7% | -159.0% | +44.7% |
| 5Y | +129.0% | +296.3% | -167.3% | +79.8% |
| 10Y | +671.3% | +331.1% | +340.2% | +480.0% |
| All | +671.3% | +354.7% | +316.6% | +480.0% |
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