+85.0%
MA vs EXPE
+44.3%
+40.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.3% |
| 7D | -0.5% | -4.2% | +3.7% | +0.5% |
| 30D | +7.9% | -4.5% | +12.4% | +8.6% |
| 3M | +16.8% | -19.7% | +36.5% | +22.1% |
| 6M | +31.0% | +18.3% | +12.7% | +24.5% |
| YTD | +15.0% | -7.3% | +22.4% | +14.4% |
| 1Y | +17.0% | -3.9% | +20.9% | +15.2% |
| 3Y | +68.5% | +123.0% | -54.5% | +27.7% |
| 5Y | +85.0% | +47.9% | +37.0% | +56.5% |
| All | +85.0% | +44.3% | +40.7% | +56.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling