+126.4%
MSI vs EXPD
+60.8%
+65.6%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | +7.4% | -7.4% | +14.8% | +8.8% |
| 30D | +18.7% | -2.1% | +20.8% | +19.0% |
| 3M | +14.5% | +5.7% | +8.8% | +13.1% |
| 6M | +38.1% | +21.4% | +16.7% | +32.8% |
| YTD | +38.7% | +27.6% | +11.1% | +30.5% |
| 1Y | +35.4% | +36.1% | -0.7% | +25.1% |
| 3Y | +75.1% | +69.9% | +5.2% | +48.0% |
| 5Y | +126.4% | +59.7% | +66.7% | +92.7% |
| All | +126.4% | +60.8% | +65.6% | +92.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling