+124.5%
MSI vs EXEL
+285.1%
-160.6%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.1% | -0.5% | +2.3% |
| 7D | +8.3% | +2.3% | +6.0% | +8.1% |
| 30D | +18.9% | +19.8% | -1.0% | +16.7% |
| 3M | +13.2% | +32.7% | -19.5% | +10.0% |
| 6M | +38.3% | +49.0% | -10.7% | +32.3% |
| YTD | +38.9% | +63.7% | -24.8% | +30.9% |
| 1Y | +36.7% | +75.8% | -39.1% | +27.5% |
| 3Y | +76.6% | +241.3% | -164.7% | +41.4% |
| 5Y | +124.5% | +289.0% | -164.6% | +71.6% |
| All | +124.5% | +285.1% | -160.6% | +71.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling