+553.7%
MS vs EXPD
+329.8%
+223.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.5% | +0.4% |
| 7D | +0.8% | -7.4% | +8.2% | +5.1% |
| 30D | -0.7% | -2.1% | +1.4% | +0.3% |
| 3M | -12.4% | +5.7% | -18.1% | -15.3% |
| 6M | -1.7% | +21.4% | -23.1% | -12.5% |
| YTD | +8.0% | +27.6% | -19.6% | -8.0% |
| 1Y | +16.2% | +36.1% | -19.9% | -4.9% |
| 3Y | +171.3% | +69.9% | +101.4% | +86.7% |
| 5Y | +124.8% | +59.7% | +65.1% | +56.7% |
| 10Y | +553.7% | +323.0% | +230.6% | +116.6% |
| All | +553.7% | +329.8% | +223.8% | +116.6% |
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