+50.0%
EXPE vs MAS
+40.8%
+9.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +5.6% | +4.9% | +8.3% |
| 7D | +14.6% | +14.2% | +0.5% | +9.5% |
| 30D | +21.4% | +26.8% | -5.4% | +12.3% |
| 3M | +1.4% | +13.1% | -11.8% | -3.3% |
| 6M | +28.6% | +27.9% | +0.7% | +18.6% |
| YTD | +12.1% | +38.7% | -26.5% | -3.0% |
| 1Y | +50.0% | +40.4% | +9.6% | +27.8% |
| All | +50.0% | +40.8% | +9.2% | +27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 1y: compounded portfolio wealth divided by compounded MAS 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…
1y analysis · Full analysis span regression · 6 months rolling