+34.7%
MAS vs EXPD
+42.2%
-7.6%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.5% | +1.0% | -2.7% |
| 7D | +4.6% | -4.8% | +9.4% | +5.3% |
| 30D | +19.9% | -1.5% | +21.4% | +20.0% |
| 3M | +8.9% | +4.1% | +4.8% | +8.0% |
| 6M | +20.2% | +24.0% | -3.9% | +16.4% |
| YTD | +33.9% | +27.4% | +6.5% | +25.4% |
| 1Y | +34.7% | +38.4% | -3.7% | +22.4% |
| All | +34.7% | +42.2% | -7.6% | +22.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling