+145.1%
MS vs EXPD
+61.6%
+83.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | -0.1% |
| 7D | +1.4% | -1.1% | +2.5% | +1.8% |
| 30D | -0.3% | +4.1% | -4.3% | -1.8% |
| 3M | +0.3% | +17.9% | -17.6% | -6.2% |
| 6M | +31.3% | +29.2% | +2.1% | +17.9% |
| YTD | +24.7% | +27.4% | -2.7% | +12.1% |
| 1Y | +47.9% | +56.8% | -8.9% | +21.1% |
| 3Y | +178.3% | +68.0% | +110.3% | +116.7% |
| All | +145.1% | +61.6% | +83.5% | +83.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling