+6,288.2%
MS vs EXPD
+26,115.4%
-19,827.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | -0.2% |
| 7D | +1.4% | -1.1% | +2.5% | +1.9% |
| 30D | -0.3% | +4.1% | -4.3% | -2.1% |
| 3M | +0.3% | +17.9% | -17.6% | -7.5% |
| 6M | +31.3% | +29.2% | +2.1% | +15.3% |
| YTD | +24.7% | +27.4% | -2.7% | +9.5% |
| 1Y | +47.9% | +56.8% | -8.9% | +16.9% |
| 3Y | +178.3% | +68.0% | +110.3% | +109.5% |
| 5Y | +144.9% | +61.9% | +83.0% | +83.6% |
| 10Y | +804.5% | +316.0% | +488.5% | +337.7% |
| All | +6,288.2% | +26,115.4% | -19,827.2% | +1,388.4% |
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