+118.0%
MOS vs EXPD
+30,870.6%
-30,752.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -4.5% | +7.7% | +4.6% |
| 7D | +22.5% | -4.8% | +27.3% | +24.0% |
| 30D | +6.6% | -1.5% | +8.2% | +6.9% |
| 3M | -3.8% | +4.1% | -7.9% | -5.4% |
| 6M | -2.2% | +24.0% | -26.2% | -9.0% |
| YTD | -4.8% | +27.4% | -32.2% | -12.7% |
| 1Y | -11.7% | +38.4% | -50.1% | -21.1% |
| 3Y | -26.5% | +73.2% | -99.7% | -39.4% |
| 5Y | -32.2% | +59.9% | -92.1% | -43.3% |
| 10Y | +10.2% | +319.9% | -309.7% | -29.0% |
| All | +118.0% | +30,870.6% | -30,752.6% | -11.4% |
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 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