+876.8%
MSFT vs EXPD
+315.7%
+561.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -2.9% | -2.4% |
| 7D | -2.7% | -1.1% | -1.6% | -2.2% |
| 30D | +2.7% | +4.1% | -1.4% | +0.9% |
| 3M | +17.0% | +17.9% | -0.9% | +8.4% |
| 6M | +23.8% | +29.2% | -5.4% | +9.6% |
| YTD | +4.0% | +27.4% | -23.4% | -8.5% |
| 1Y | -0.8% | +56.8% | -57.7% | -21.8% |
| 3Y | +55.6% | +68.0% | -12.4% | +14.8% |
| 5Y | +72.9% | +61.9% | +11.0% | +26.5% |
| All | +876.8% | +315.7% | +561.1% | +344.1% |
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