+920.4%
MSFT vs EXPD
+334.2%
+586.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.7% | 0.0% | +1.6% |
| 7D | +7.5% | -5.5% | +13.0% | +9.9% |
| 30D | +1.9% | -1.9% | +3.8% | +2.6% |
| 3M | +9.2% | +6.1% | +3.2% | +6.2% |
| 6M | +31.9% | +21.6% | +10.2% | +20.3% |
| YTD | +13.4% | +27.9% | -14.4% | -0.6% |
| 1Y | +10.6% | +39.4% | -28.8% | -7.2% |
| 3Y | +54.7% | +72.7% | -18.0% | +12.5% |
| 5Y | +69.1% | +60.3% | +8.8% | +24.9% |
| 10Y | +920.4% | +332.6% | +587.8% | +386.7% |
| All | +920.4% | +334.2% | +586.2% | +386.7% |
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 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