-7.5%
MSCI vs EXPD
+61.6%
-69.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.7% |
| 7D | +0.4% | -1.1% | +1.5% | +0.9% |
| 30D | +0.6% | +4.1% | -3.5% | -1.2% |
| 3M | -7.1% | +17.9% | -25.0% | -13.8% |
| 6M | +0.8% | +29.2% | -28.4% | -10.5% |
| YTD | +1.0% | +27.4% | -26.4% | -11.0% |
| 1Y | +4.3% | +56.8% | -52.5% | -18.0% |
| 3Y | +9.9% | +68.0% | -58.1% | -19.2% |
| All | -7.5% | +61.6% | -69.0% | -32.7% |
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