+13,824.2%
MA vs EXPE
+1,597.9%
+12,226.2%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | -0.6% |
| 7D | -2.7% | -9.5% | +6.8% | +0.3% |
| 30D | +1.5% | -6.6% | +8.2% | +3.5% |
| 3M | +20.4% | +31.4% | -11.0% | +10.1% |
| 6M | +11.1% | +35.2% | -24.0% | -0.1% |
| YTD | +2.0% | +5.8% | -3.8% | -2.1% |
| 1Y | -2.2% | +38.7% | -40.8% | -14.5% |
| 3Y | +41.9% | +175.8% | -133.9% | -5.7% |
| 5Y | +75.4% | +111.8% | -36.5% | +20.6% |
| 10Y | +527.5% | +179.7% | +347.8% | +255.9% |
| All | +13,824.2% | +1,597.9% | +12,226.2% | +3,012.4% |
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