+140.2%
MAS vs EXPD
+315.7%
-175.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +0.9% | +1.3% |
| 7D | -0.8% | -1.1% | +0.4% | -0.1% |
| 30D | -5.6% | +4.1% | -9.6% | -7.8% |
| 3M | +4.4% | +17.9% | -13.5% | -5.3% |
| 6M | +7.2% | +29.2% | -22.0% | -8.5% |
| YTD | +16.1% | +27.4% | -11.2% | -1.8% |
| 1Y | +0.1% | +56.8% | -56.7% | -26.4% |
| 3Y | +28.3% | +68.0% | -39.7% | -11.0% |
| 5Y | +30.5% | +61.9% | -31.4% | -9.5% |
| All | +140.2% | +315.7% | -175.5% | -7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 10y: compounded portfolio wealth divided by compounded EXPD 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…
10y analysis · Full analysis span regression · 6 months rolling