+13.7%
MSCI vs EXPD
+39.7%
-26.0%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.7% | -1.8% | +0.7% |
| 7D | +1.5% | -5.5% | +6.9% | +1.7% |
| 30D | +14.4% | -1.9% | +16.3% | +14.4% |
| 3M | +15.2% | +6.1% | +9.1% | +14.7% |
| 6M | +11.2% | +21.6% | -10.4% | +9.6% |
| YTD | +13.9% | +27.9% | -14.0% | +11.2% |
| All | +13.7% | +39.7% | -26.0% | +10.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling