+4,301.3%
MSI vs EXPD
+30,870.6%
-26,569.3%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -4.5% | +8.5% | +5.2% |
| 7D | +5.1% | -4.8% | +9.9% | +6.4% |
| 30D | +13.3% | -1.5% | +14.8% | +13.6% |
| 3M | +18.3% | +4.1% | +14.2% | +16.7% |
| 6M | +18.7% | +24.0% | -5.3% | +11.3% |
| YTD | +36.0% | +27.4% | +8.6% | +25.1% |
| 1Y | +32.6% | +38.4% | -5.8% | +19.1% |
| 3Y | +78.3% | +73.2% | +5.1% | +47.7% |
| 5Y | +121.6% | +59.9% | +61.7% | +85.6% |
| 10Y | +689.0% | +319.9% | +369.1% | +400.1% |
| All | +4,301.3% | +30,870.6% | -26,569.3% | +1,713.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling