+19.1%
MA vs EXPE
-2.3%
+21.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.4% | -2.1% | -0.2% |
| 7D | -1.8% | -17.8% | +16.0% | +2.3% |
| 30D | +11.0% | -3.2% | +14.3% | +11.5% |
| 3M | +17.9% | -19.0% | +36.8% | +22.6% |
| 6M | +33.2% | +17.7% | +15.4% | +27.4% |
| YTD | +16.5% | -7.8% | +24.3% | +15.0% |
| 1Y | +19.1% | -1.4% | +20.5% | +15.1% |
| All | +19.1% | -2.3% | +21.4% | +15.1% |
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