+666.9%
MSI vs EXPD
+304.0%
+362.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | +0.2% |
| 7D | +4.7% | -7.2% | +11.8% | +6.8% |
| 30D | +14.8% | -3.3% | +18.0% | +15.7% |
| 3M | +8.8% | +3.4% | +5.4% | +7.4% |
| 6M | +19.3% | +22.7% | -3.4% | +11.3% |
| YTD | +35.3% | +24.5% | +10.8% | +23.7% |
| 1Y | +33.8% | +38.6% | -4.9% | +17.4% |
| 3Y | +74.4% | +71.5% | +2.9% | +37.1% |
| 5Y | +120.5% | +56.2% | +64.3% | +76.4% |
| All | +666.9% | +304.0% | +362.9% | +321.4% |
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 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