+238.3%
MAS vs EXPD
+338.4%
-100.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -3.2% | +8.9% | +7.5% |
| 7D | +14.2% | +0.3% | +13.9% | +13.8% |
| 30D | +26.8% | +1.8% | +25.0% | +25.3% |
| 3M | +13.1% | +8.9% | +4.2% | +7.2% |
| 6M | +27.9% | +42.2% | -14.3% | +3.4% |
| YTD | +38.7% | +33.4% | +5.3% | +13.9% |
| 1Y | +40.4% | +47.2% | -6.8% | +8.3% |
| 3Y | +66.1% | +81.3% | -15.2% | +10.0% |
| 5Y | +47.4% | +60.2% | -12.8% | +3.6% |
| 10Y | +238.3% | +339.5% | -101.2% | +31.3% |
| All | +238.3% | +338.4% | -100.1% | +31.3% |
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