+820.4%
MSCI vs EXPD
+337.7%
+482.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.9% | -2.1% | -0.6% |
| 7D | -1.9% | -1.6% | -0.3% | -1.2% |
| 30D | +16.5% | +0.6% | +15.9% | +15.9% |
| 3M | +18.2% | +9.8% | +8.4% | +12.6% |
| 6M | +14.0% | +25.8% | -11.8% | +1.0% |
| YTD | +16.6% | +31.3% | -14.7% | -0.7% |
| 1Y | +14.8% | +40.9% | -26.1% | -6.0% |
| 3Y | +33.3% | +74.7% | -41.5% | -6.1% |
| 5Y | +9.1% | +62.9% | -53.8% | -21.4% |
| 10Y | +820.4% | +334.3% | +486.0% | +325.8% |
| All | +820.4% | +337.7% | +482.6% | +325.8% |
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