+7.6%
MOS vs EXPD
+304.0%
-296.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.4% | +1.3% |
| 7D | +21.6% | -7.2% | +28.7% | +25.5% |
| 30D | +12.0% | -3.3% | +15.2% | +13.2% |
| 3M | -3.9% | +3.4% | -7.3% | -6.5% |
| 6M | -3.3% | +22.7% | -26.0% | -14.5% |
| YTD | -4.6% | +24.5% | -29.2% | -17.8% |
| 1Y | -7.0% | +38.6% | -45.6% | -24.7% |
| 3Y | -24.4% | +71.5% | -95.9% | -48.1% |
| 5Y | -32.1% | +56.2% | -88.4% | -51.9% |
| All | +7.6% | +304.0% | -296.4% | -57.0% |
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