+607.1%
MS vs EXPE
+115.0%
+492.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.9% | +4.3% | +1.0% |
| 7D | -1.6% | -9.3% | +7.8% | +1.2% |
| 30D | -3.8% | +0.1% | -3.9% | -4.6% |
| 3M | -14.6% | -15.3% | +0.7% | -11.2% |
| 6M | -5.1% | +5.5% | -10.5% | -9.2% |
| YTD | +4.5% | -8.0% | +12.5% | +2.9% |
| 1Y | +13.5% | +18.9% | -5.3% | +1.3% |
| 3Y | +160.4% | +135.5% | +24.9% | +74.8% |
| 5Y | +112.9% | +44.3% | +68.6% | +60.5% |
| All | +607.1% | +115.0% | +492.1% | +261.5% |
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