+93.7%
MA vs EXPD
+52.5%
+41.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.5% | +2.0% | -1.1% |
| 7D | +3.2% | -4.8% | +8.0% | +4.7% |
| 30D | +15.9% | -1.5% | +17.5% | +16.4% |
| 3M | +15.2% | +4.1% | +11.0% | +13.4% |
| 6M | +32.4% | +24.0% | +8.4% | +22.9% |
| YTD | +15.6% | +27.4% | -11.8% | +5.4% |
| 1Y | +19.3% | +38.4% | -19.1% | +5.4% |
| 3Y | +73.0% | +73.2% | -0.2% | +36.4% |
| 5Y | +93.7% | +59.9% | +33.9% | +49.0% |
| All | +93.7% | +52.5% | +41.3% | +49.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling