+808.5%
MS vs EXPE
+179.6%
+628.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +1.9% | +0.8% |
| 7D | +1.4% | -9.5% | +10.9% | +4.6% |
| 30D | -0.3% | -6.6% | +6.4% | +1.7% |
| 3M | +0.3% | +31.4% | -31.1% | -9.3% |
| 6M | +31.3% | +35.2% | -3.9% | +16.2% |
| YTD | +24.7% | +5.8% | +18.9% | +18.6% |
| 1Y | +47.9% | +38.7% | +9.2% | +26.6% |
| 3Y | +178.3% | +175.8% | +2.6% | +78.7% |
| 5Y | +144.9% | +111.8% | +33.0% | +60.5% |
| All | +808.5% | +179.6% | +628.9% | +337.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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