+15,614.6%
MA vs EXPE
+1,376.9%
+14,237.7%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.9% | +4.4% | +1.0% |
| 7D | +2.3% | -9.3% | +11.6% | +4.9% |
| 30D | +14.7% | +0.1% | +14.5% | +13.9% |
| 3M | +13.5% | -15.3% | +28.8% | +18.2% |
| 6M | +33.1% | +5.5% | +27.6% | +28.7% |
| YTD | +15.1% | -8.0% | +23.0% | +14.2% |
| 1Y | +18.7% | +18.9% | -0.1% | +8.0% |
| 3Y | +72.1% | +135.5% | -63.5% | +19.9% |
| 5Y | +92.8% | +44.3% | +48.5% | +49.2% |
| 10Y | +571.6% | +117.7% | +453.9% | +308.4% |
| All | +15,614.6% | +1,376.9% | +14,237.7% | +3,532.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling