+72.1%
MSI vs EXPD
+68.7%
+3.3%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -0.9% |
| 7D | -3.7% | -1.1% | -2.6% | -3.7% |
| 30D | +6.8% | +4.1% | +2.8% | +6.7% |
| 3M | +14.3% | +17.9% | -3.6% | +13.8% |
| 6M | -1.6% | +29.2% | -30.8% | -2.4% |
| YTD | +22.8% | +27.4% | -4.6% | +20.9% |
| 1Y | -1.1% | +56.8% | -57.9% | -5.4% |
| All | +72.1% | +68.7% | +3.3% | +57.2% |
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