+663.4%
MSI vs EXEL
+320.7%
+342.7%
-32.8%
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% | +0.3% |
| 7D | +3.2% | -0.8% | +4.1% | +3.4% |
| 30D | +17.6% | +13.1% | +4.5% | +15.7% |
| 3M | +14.5% | +36.3% | -21.8% | +9.9% |
| 6M | +34.3% | +34.5% | -0.3% | +28.7% |
| YTD | +39.7% | +57.4% | -17.7% | +30.5% |
| 1Y | +40.2% | +62.9% | -22.8% | +30.2% |
| 3Y | +77.1% | +229.5% | -152.4% | +44.7% |
| 5Y | +124.0% | +281.2% | -157.2% | +76.8% |
| All | +663.4% | +320.7% | +342.7% | +475.9% |
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 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