+2,417.1%
MSCI vs EXPD
+428.7%
+1,988.5%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.7% |
| 7D | +0.4% | -1.1% | +1.5% | +1.0% |
| 30D | +0.6% | +4.1% | -3.5% | -1.6% |
| 3M | -7.1% | +17.9% | -25.0% | -15.2% |
| 6M | +0.8% | +29.2% | -28.4% | -12.8% |
| YTD | +1.0% | +27.4% | -26.4% | -13.1% |
| 1Y | +4.3% | +56.8% | -52.5% | -20.5% |
| 3Y | +9.9% | +68.0% | -58.1% | -21.1% |
| 5Y | -6.8% | +61.9% | -68.6% | -32.7% |
| 10Y | +614.7% | +316.0% | +298.7% | +199.9% |
| All | +2,417.1% | +428.7% | +1,988.5% | +674.3% |
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