+181.3%
MS vs EXPE
+176.2%
+5.1%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +1.9% | +0.6% |
| 7D | +1.4% | -9.5% | +10.9% | +3.6% |
| 30D | -0.3% | -6.6% | +6.4% | +1.1% |
| 3M | +0.3% | +31.4% | -31.1% | -6.7% |
| 6M | +31.3% | +35.2% | -3.9% | +20.1% |
| YTD | +24.7% | +5.8% | +18.9% | +20.8% |
| 1Y | +47.9% | +38.7% | +9.2% | +31.7% |
| All | +181.3% | +176.2% | +5.1% | +104.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling