+844.5%
MSCI vs EXPD
+335.0%
+509.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.5% | +1.2% |
| 7D | +2.7% | +5.5% | -2.8% | 0.0% |
| 30D | +17.4% | -0.8% | +18.2% | +17.6% |
| 3M | +14.8% | +4.1% | +10.7% | +12.2% |
| 6M | +16.1% | +25.7% | -9.6% | +2.9% |
| YTD | +16.0% | +31.4% | -15.4% | -1.3% |
| 1Y | +16.4% | +42.2% | -25.7% | -5.2% |
| 3Y | +35.3% | +77.2% | -41.9% | -5.5% |
| 5Y | +6.6% | +61.0% | -54.4% | -22.7% |
| All | +844.5% | +335.0% | +509.5% | +323.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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