+175.1%
EXPE vs MAS
+137.9%
+37.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.8% | -3.5% | -2.6% |
| 7D | -9.5% | -0.8% | -8.8% | -9.2% |
| 30D | -6.6% | -5.6% | -1.1% | -3.9% |
| 3M | +31.4% | +4.4% | +26.9% | +27.3% |
| 6M | +35.2% | +7.2% | +28.0% | +27.2% |
| YTD | +5.8% | +16.1% | -10.3% | -5.3% |
| 1Y | +38.7% | +0.1% | +38.6% | +34.3% |
| 3Y | +175.8% | +28.3% | +147.5% | +128.0% |
| 5Y | +111.8% | +30.5% | +81.4% | +69.8% |
| All | +175.1% | +137.9% | +37.2% | +61.1% |
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