+72.1%
MA vs EXPD
+68.8%
+3.2%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | 0.0% |
| 7D | +2.3% | -7.2% | +9.5% | +3.8% |
| 30D | +14.7% | -3.3% | +17.9% | +15.3% |
| 3M | +13.5% | +3.4% | +10.1% | +12.5% |
| 6M | +33.1% | +22.7% | +10.4% | +27.0% |
| YTD | +15.1% | +24.5% | -9.5% | +8.9% |
| 1Y | +18.7% | +38.6% | -19.9% | +9.3% |
| 3Y | +72.1% | +71.5% | +0.6% | +49.5% |
| All | +72.1% | +68.8% | +3.2% | +49.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling