+115.5%
EXPE vs MAS
+213.7%
-98.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.9% | -2.9% | -3.8% |
| 7D | -9.3% | +2.0% | -11.3% | -9.8% |
| 30D | +0.1% | +19.4% | -19.2% | -8.2% |
| 3M | -15.3% | +9.4% | -24.7% | -18.8% |
| 6M | +5.5% | +15.3% | -9.8% | -2.5% |
| YTD | -8.0% | +31.3% | -39.3% | -22.5% |
| 1Y | +18.9% | +34.9% | -16.0% | -1.3% |
| 3Y | +135.5% | +58.6% | +76.9% | +74.4% |
| 5Y | +44.3% | +40.7% | +3.6% | +11.6% |
| All | +115.5% | +213.7% | -98.2% | +11.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling