-7.0%
MOS vs EXPD
+35.2%
-42.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.4% | +0.2% |
| 7D | +21.6% | -7.2% | +28.7% | +21.5% |
| 30D | +12.0% | -3.3% | +15.2% | +11.4% |
| 3M | -3.9% | +3.4% | -7.3% | -5.2% |
| 6M | -3.3% | +22.7% | -26.0% | -7.1% |
| YTD | -4.6% | +24.5% | -29.2% | -8.2% |
| 1Y | -7.0% | +38.6% | -45.6% | -10.4% |
| All | -7.0% | +35.2% | -42.2% | -10.4% |
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