+596.9%
MSI vs EXEL
+378.5%
+218.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -0.8% |
| 7D | -4.0% | -0.3% | -3.6% | -3.9% |
| 30D | -0.5% | +10.1% | -10.6% | -1.7% |
| 3M | +11.4% | +10.1% | +1.3% | +9.8% |
| 6M | +1.0% | +37.7% | -36.7% | -3.7% |
| YTD | +20.7% | +33.1% | -12.4% | +15.4% |
| 1Y | -2.7% | +52.4% | -55.1% | -9.0% |
| 3Y | +68.2% | +163.8% | -95.6% | +42.2% |
| 5Y | +100.0% | +198.5% | -98.6% | +63.8% |
| 10Y | +596.9% | +386.9% | +210.0% | +404.2% |
| All | +596.9% | +378.5% | +218.4% | +404.2% |
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