+553.1%
MA vs EXPE
+115.0%
+438.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.9% | +4.4% | +0.9% |
| 7D | +2.3% | -9.3% | +11.6% | +4.8% |
| 30D | +14.7% | +0.1% | +14.5% | +14.0% |
| 3M | +13.5% | -15.3% | +28.8% | +18.0% |
| 6M | +33.1% | +5.5% | +27.6% | +28.8% |
| YTD | +15.1% | -8.0% | +23.0% | +14.3% |
| 1Y | +18.7% | +18.9% | -0.1% | +8.3% |
| 3Y | +72.1% | +135.5% | -63.5% | +19.8% |
| 5Y | +92.8% | +44.3% | +48.5% | +50.4% |
| All | +553.1% | +115.0% | +438.1% | +254.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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