+143,155.1%
MSFT vs EXPD
+30,870.6%
+112,284.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.5% | +0.9% | -2.4% |
| 7D | +1.1% | -4.8% | +5.9% | +2.3% |
| 30D | +1.3% | -1.5% | +2.8% | +1.6% |
| 3M | +10.2% | +4.1% | +6.0% | +8.8% |
| 6M | +30.8% | +24.0% | +6.8% | +23.0% |
| YTD | +11.5% | +27.4% | -15.9% | +3.2% |
| 1Y | +6.5% | +38.4% | -31.8% | -3.7% |
| 3Y | +55.5% | +73.2% | -17.7% | +30.5% |
| 5Y | +66.2% | +59.9% | +6.3% | +41.7% |
| 10Y | +928.0% | +319.9% | +608.1% | +585.1% |
| All | +143,155.1% | +30,870.6% | +112,284.6% | +54,769.3% |
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