+145.1%
MS vs EXPE
+111.8%
+33.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +1.9% | +0.7% |
| 7D | +1.4% | -9.5% | +10.9% | +3.9% |
| 30D | -0.3% | -6.6% | +6.4% | +1.2% |
| 3M | +0.3% | +31.4% | -31.1% | -7.3% |
| 6M | +31.3% | +35.2% | -3.9% | +19.3% |
| YTD | +24.7% | +5.8% | +18.9% | +20.2% |
| 1Y | +47.9% | +38.7% | +9.2% | +30.9% |
| 3Y | +178.3% | +175.8% | +2.6% | +96.9% |
| All | +145.1% | +111.8% | +33.3% | +75.2% |
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