+19.8%
MA vs EXPE
-4.7%
+24.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.6% |
| 7D | +1.3% | -0.5% | +1.8% | +1.4% |
| 30D | +9.6% | -6.1% | +15.7% | +10.7% |
| 3M | +16.8% | -21.3% | +38.1% | +22.2% |
| 6M | +35.2% | +19.0% | +16.2% | +29.1% |
| YTD | +16.6% | -8.4% | +25.0% | +15.2% |
| 1Y | +19.8% | -2.8% | +22.6% | +16.2% |
| All | +19.8% | -4.7% | +24.5% | +16.2% |
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 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