+2,781.3%
MSCI vs EXPD
+428.9%
+2,352.4%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.5% | +1.7% | -0.4% |
| 7D | +6.0% | -4.8% | +10.8% | +8.6% |
| 30D | +18.2% | -1.5% | +19.7% | +18.9% |
| 3M | +15.1% | +4.1% | +11.0% | +12.3% |
| 6M | +13.7% | +24.0% | -10.3% | +0.7% |
| YTD | +15.6% | +27.4% | -11.8% | -0.9% |
| 1Y | +16.3% | +38.4% | -22.0% | -4.9% |
| 3Y | +36.9% | +73.2% | -36.3% | -3.6% |
| 5Y | +6.3% | +59.9% | -53.5% | -22.8% |
| 10Y | +823.0% | +319.9% | +503.1% | +284.4% |
| All | +2,781.3% | +428.9% | +2,352.4% | +783.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling