-1.6%
MSI vs EXPD
+28.8%
-30.3%
-19.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -0.8% |
| 7D | -3.7% | -1.1% | -2.6% | -3.8% |
| 30D | +6.8% | +4.1% | +2.8% | +7.2% |
| 3M | +14.3% | +17.9% | -3.6% | +16.0% |
| 6M | -1.6% | +29.2% | -30.8% | +0.2% |
| All | -1.6% | +28.8% | -30.3% | +0.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling