+150.2%
MOS vs EXPD
+30,859.1%
-30,708.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.5% | +1.1% |
| 7D | +9.5% | -1.1% | +10.7% | +9.9% |
| 30D | +10.4% | +4.1% | +6.3% | +9.0% |
| 3M | +12.9% | +17.9% | -5.0% | +7.2% |
| 6M | +1.2% | +29.2% | -28.0% | -6.8% |
| YTD | +9.3% | +27.4% | -18.0% | +0.6% |
| 1Y | -18.0% | +56.8% | -74.8% | -29.4% |
| 3Y | -29.0% | +68.0% | -97.1% | -40.7% |
| 5Y | -9.6% | +61.9% | -71.4% | -24.4% |
| 10Y | +6.1% | +316.0% | -309.9% | -31.2% |
| All | +150.2% | +30,859.1% | -30,708.8% | +2.1% |
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