+549.9%
MS vs EXPE
+769.8%
-220.0%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -13.7% | +7.8% | -0.5% |
| 7D | -3.4% | -3.6% | +0.2% | -2.4% |
| 30D | -3.9% | +4.8% | -8.7% | -6.6% |
| 3M | -15.9% | -14.6% | -1.3% | -12.0% |
| 6M | -2.5% | +10.0% | -12.5% | -9.3% |
| YTD | +5.1% | -3.3% | +8.4% | +0.6% |
| 1Y | +13.0% | +28.4% | -15.4% | -5.1% |
| 3Y | +160.7% | +145.1% | +15.6% | +57.4% |
| 5Y | +114.0% | +51.6% | +62.4% | +46.4% |
| 10Y | +637.5% | +128.8% | +508.6% | +259.1% |
| All | +549.9% | +769.8% | -220.0% | -16.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling