+126.7%
MKSI vs EXPD
+57.7%
+68.9%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.9% | -2.4% |
| 7D | +4.9% | +1.2% | +3.7% | +4.7% |
| 30D | -11.0% | +6.8% | -17.8% | -11.9% |
| 3M | -17.1% | +14.9% | -32.0% | -18.8% |
| 6M | +16.4% | +34.6% | -18.2% | +12.0% |
| YTD | +64.3% | +27.7% | +36.6% | +60.7% |
| All | +126.7% | +57.7% | +68.9% | +122.8% |
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