+441.2%
MSI vs EXEL
+346.4%
+94.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.1% |
| 7D | +7.4% | -2.4% | +9.8% | +7.7% |
| 30D | +18.7% | +17.9% | +0.8% | +15.8% |
| 3M | +14.5% | +33.3% | -18.8% | +9.5% |
| 6M | +38.1% | +46.6% | -8.4% | +29.9% |
| YTD | +38.7% | +61.0% | -22.3% | +28.1% |
| 1Y | +35.4% | +70.4% | -35.0% | +23.8% |
| 3Y | +75.1% | +236.1% | -161.0% | +41.5% |
| 5Y | +126.4% | +284.8% | -158.5% | +77.2% |
| 10Y | +671.4% | +348.4% | +323.0% | +445.9% |
| All | +441.2% | +346.4% | +94.8% | +111.8% |
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