+2,161.7%
MKSI vs EXPD
+3,900.3%
-1,738.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.9% | +3.4% | +3.8% |
| 7D | +1.8% | -1.1% | +2.9% | +2.4% |
| 30D | -16.8% | +4.1% | -20.9% | -18.4% |
| 3M | -21.1% | +17.9% | -39.0% | -27.7% |
| 6M | +10.8% | +29.2% | -18.4% | -4.0% |
| YTD | +63.3% | +27.4% | +36.0% | +41.4% |
| 1Y | +157.0% | +56.8% | +100.1% | +97.5% |
| 3Y | +163.7% | +68.0% | +95.7% | +97.9% |
| 5Y | +82.0% | +61.9% | +20.1% | +39.9% |
| 10Y | +467.2% | +316.0% | +151.2% | +181.1% |
| All | +2,161.7% | +3,900.3% | -1,738.6% | +471.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling