+119.9%
MS vs EXPE
+40.1%
+79.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.2% | +3.1% |
| 7D | +0.7% | -13.3% | +14.1% | +4.1% |
| 30D | -0.9% | -5.5% | +4.6% | 0.0% |
| 3M | -13.0% | -16.5% | +3.5% | -9.9% |
| 6M | -2.0% | +13.1% | -15.1% | -6.9% |
| YTD | +7.8% | -8.0% | +15.8% | +6.7% |
| 1Y | +17.9% | +1.1% | +16.8% | +13.3% |
| 3Y | +174.8% | +131.2% | +43.6% | +100.2% |
| 5Y | +119.9% | +39.8% | +80.1% | +74.1% |
| All | +119.9% | +40.1% | +79.8% | +74.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling