+3.8%
MSCI vs EXPD
+55.6%
-51.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.3% | 0.0% | -1.4% |
| 7D | +2.8% | -7.2% | +10.0% | +5.9% |
| 30D | +15.4% | -3.3% | +18.7% | +16.8% |
| 3M | +13.4% | +3.4% | +10.0% | +11.5% |
| 6M | +10.9% | +22.7% | -11.8% | +0.7% |
| YTD | +13.0% | +24.5% | -11.6% | +0.2% |
| 1Y | +12.0% | +38.6% | -26.6% | -6.1% |
| 3Y | +34.1% | +71.5% | -37.4% | -3.6% |
| All | +3.8% | +55.6% | -51.8% | -22.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling