+889.0%
MSFT vs EXPD
+304.0%
+585.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | -0.1% |
| 7D | +1.7% | -7.2% | +8.8% | +4.7% |
| 30D | +0.2% | -3.3% | +3.4% | +1.4% |
| 3M | +6.4% | +3.4% | +3.0% | +4.5% |
| 6M | +28.7% | +22.7% | +6.0% | +16.8% |
| YTD | +10.4% | +24.5% | -14.1% | -2.2% |
| 1Y | +7.6% | +38.6% | -31.0% | -9.6% |
| 3Y | +52.3% | +71.5% | -19.2% | +10.8% |
| 5Y | +64.5% | +56.2% | +8.3% | +22.8% |
| All | +889.0% | +304.0% | +585.0% | +368.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling