+611.0%
MS vs EXPD
+313.3%
+297.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -4.5% | -1.5% | -3.5% |
| 7D | -3.4% | -4.8% | +1.4% | -0.8% |
| 30D | -3.9% | -1.5% | -2.4% | -3.2% |
| 3M | -15.9% | +4.1% | -20.0% | -18.0% |
| 6M | -2.5% | +24.0% | -26.5% | -14.2% |
| YTD | +5.1% | +27.4% | -22.3% | -10.4% |
| 1Y | +13.0% | +38.4% | -25.4% | -8.5% |
| 3Y | +160.7% | +73.2% | +87.5% | +77.3% |
| 5Y | +114.0% | +59.9% | +54.2% | +49.3% |
| All | +611.0% | +313.3% | +297.7% | +151.1% |
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 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