+13.0%
MS vs EXPD
+42.2%
-29.3%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -4.5% | -1.5% | -4.8% |
| 7D | -3.4% | -4.8% | +1.4% | -2.2% |
| 30D | -3.9% | -1.5% | -2.4% | -3.6% |
| 3M | -15.9% | +4.1% | -20.0% | -16.9% |
| 6M | -2.5% | +24.0% | -26.5% | -7.9% |
| YTD | +5.1% | +27.4% | -22.3% | -0.9% |
| 1Y | +13.0% | +38.4% | -25.4% | +5.2% |
| All | +13.0% | +42.2% | -29.3% | +5.2% |
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