+18.7%
MA vs EXPE
+21.4%
-2.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.9% | +4.4% | +0.5% |
| 7D | +2.3% | -9.3% | +11.6% | +4.0% |
| 30D | +14.7% | +0.1% | +14.5% | +14.5% |
| 3M | +13.5% | -15.3% | +28.8% | +16.6% |
| 6M | +33.1% | +5.5% | +27.6% | +30.9% |
| YTD | +15.1% | -8.0% | +23.0% | +13.4% |
| 1Y | +18.7% | +18.9% | -0.1% | +14.1% |
| All | +18.7% | +21.4% | -2.6% | +14.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling