+125.4%
EXPE vs MAS
+217.4%
-92.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.2% | +2.3% |
| 7D | -17.8% | -1.8% | -15.9% | -16.8% |
| 30D | -3.2% | +23.6% | -26.8% | -13.0% |
| 3M | -19.0% | +12.4% | -31.4% | -23.5% |
| 6M | +17.7% | +21.9% | -4.1% | +5.5% |
| YTD | -7.8% | +36.1% | -43.9% | -23.9% |
| 1Y | -1.4% | +39.5% | -40.8% | -19.6% |
| 3Y | +121.9% | +59.1% | +62.8% | +63.9% |
| 5Y | +44.3% | +44.4% | -0.2% | +9.9% |
| 10Y | +125.4% | +217.0% | -91.6% | +14.8% |
| All | +125.4% | +217.4% | -92.0% | +14.8% |
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