+76.6%
MSI vs EXPD
+72.3%
+4.3%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.7% | -0.1% | +2.6% |
| 7D | +8.3% | -5.5% | +13.8% | +8.4% |
| 30D | +18.9% | -1.9% | +20.8% | +18.8% |
| 3M | +13.2% | +6.1% | +7.1% | +13.1% |
| 6M | +38.3% | +21.6% | +16.6% | +37.8% |
| YTD | +38.9% | +27.9% | +11.0% | +37.2% |
| 1Y | +36.7% | +39.4% | -2.7% | +33.6% |
| 3Y | +76.6% | +72.7% | +3.9% | +65.3% |
| All | +76.6% | +72.3% | +4.3% | +65.3% |
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 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