-13.5%
MSFU vs EXPD
+40.0%
-53.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +2.9% | -7.6% | -4.6% |
| 7D | -12.7% | -1.6% | -11.1% | -12.8% |
| 30D | -9.0% | +0.6% | -9.6% | -9.1% |
| 3M | +2.9% | +9.8% | -6.9% | +3.8% |
| 6M | +43.5% | +25.8% | +17.8% | +45.8% |
| YTD | -2.4% | +31.3% | -33.7% | +0.8% |
| 1Y | -13.5% | +40.9% | -54.4% | -8.7% |
| All | -13.5% | +40.0% | -53.5% | -8.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling