+13,824.2%
MA vs EXPD
+394.8%
+13,429.4%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.5% |
| 7D | -2.7% | -1.1% | -1.6% | -2.2% |
| 30D | +1.5% | +4.1% | -2.5% | -0.5% |
| 3M | +20.4% | +17.9% | +2.5% | +10.8% |
| 6M | +11.1% | +29.2% | -18.1% | -2.9% |
| YTD | +2.0% | +27.4% | -25.4% | -11.2% |
| 1Y | -2.2% | +56.8% | -59.0% | -23.6% |
| 3Y | +41.9% | +68.0% | -26.2% | +4.3% |
| 5Y | +75.4% | +61.9% | +13.5% | +27.8% |
| 10Y | +527.5% | +316.0% | +211.5% | +177.4% |
| All | +13,824.2% | +394.8% | +13,429.4% | +4,560.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling