+33.1%
MA vs EXPE
+1.1%
+32.0%
-8.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.9% | +4.4% | +0.6% |
| 7D | +2.3% | -9.3% | +11.6% | +4.3% |
| 30D | +14.7% | +0.1% | +14.5% | +14.5% |
| 3M | +13.5% | -15.3% | +28.8% | +17.2% |
| 6M | +33.1% | +5.5% | +27.6% | +29.8% |
| All | +33.1% | +1.1% | +32.0% | +29.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling