+553.1%
MA vs EXPD
+304.0%
+249.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | +0.5% |
| 7D | +2.3% | -7.2% | +9.5% | +5.6% |
| 30D | +14.7% | -3.3% | +17.9% | +16.2% |
| 3M | +13.5% | +3.4% | +10.1% | +11.4% |
| 6M | +33.1% | +22.7% | +10.4% | +20.4% |
| YTD | +15.1% | +24.5% | -9.5% | +1.8% |
| 1Y | +18.7% | +38.6% | -19.9% | -0.5% |
| 3Y | +72.1% | +71.5% | +0.6% | +25.1% |
| 5Y | +92.8% | +56.2% | +36.6% | +43.6% |
| All | +553.1% | +304.0% | +249.1% | +197.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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