+3,874.2%
MSI vs EXPD
+30,859.1%
-26,984.9%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.1% |
| 7D | -3.7% | -1.1% | -2.6% | -3.4% |
| 30D | +6.8% | +4.1% | +2.8% | +5.6% |
| 3M | +14.3% | +17.9% | -3.6% | +9.0% |
| 6M | -1.6% | +29.2% | -30.8% | -8.9% |
| YTD | +22.8% | +27.4% | -4.6% | +13.2% |
| 1Y | -1.1% | +56.8% | -57.9% | -14.3% |
| 3Y | +70.5% | +68.0% | +2.4% | +42.6% |
| 5Y | +102.8% | +61.9% | +40.9% | +69.2% |
| 10Y | +597.4% | +316.0% | +281.4% | +343.8% |
| All | +3,874.2% | +30,859.1% | -26,984.9% | +1,540.2% |
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 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