+541.8%
MS vs EXPE
+125.1%
+416.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.4% | -0.7% | +0.9% |
| 7D | -1.7% | -17.8% | +16.0% | +4.3% |
| 30D | +0.9% | -3.2% | +4.2% | +1.2% |
| 3M | -10.8% | -19.0% | +8.1% | -5.9% |
| 6M | +0.9% | +17.7% | -16.8% | -6.7% |
| YTD | +9.8% | -7.8% | +17.6% | +8.0% |
| 1Y | +17.1% | -1.4% | +18.4% | +12.2% |
| 3Y | +175.7% | +121.9% | +53.8% | +89.0% |
| 5Y | +125.9% | +44.3% | +81.6% | +70.1% |
| All | +541.8% | +125.1% | +416.7% | +216.3% |
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