+33.4%
MSFU vs EXPD
+72.7%
-39.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -4.5% | -2.9% | -6.4% |
| 7D | +1.0% | -4.8% | +5.8% | +2.0% |
| 30D | +0.6% | -1.5% | +2.1% | +0.8% |
| 3M | +16.4% | +4.1% | +12.3% | +15.2% |
| 6M | +53.0% | +24.0% | +29.0% | +44.3% |
| YTD | +3.5% | +27.4% | -23.9% | -4.5% |
| 1Y | -7.8% | +38.4% | -46.2% | -18.0% |
| All | +33.4% | +72.7% | -39.3% | +6.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling