+198.2%
MKSI vs EXPD
+69.2%
+128.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +0.2% |
| 7D | +6.6% | +1.2% | +5.5% | +5.9% |
| 30D | -8.2% | +5.2% | -13.4% | -11.0% |
| 3M | -16.4% | +13.2% | -29.6% | -22.8% |
| 6M | +23.0% | +30.3% | -7.4% | +2.7% |
| YTD | +68.2% | +27.0% | +41.2% | +40.2% |
| 1Y | +148.6% | +57.3% | +91.3% | +69.7% |
| All | +198.2% | +69.2% | +128.9% | +83.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling