+855.0%
EXPE vs MAS
+287.2%
+567.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.8% | -3.5% | -2.5% |
| 7D | -9.5% | -0.8% | -8.8% | -9.2% |
| 30D | -6.6% | -5.6% | -1.1% | -4.1% |
| 3M | +31.4% | +4.4% | +26.9% | +27.9% |
| 6M | +35.2% | +7.2% | +28.0% | +28.2% |
| YTD | +5.8% | +16.1% | -10.3% | -3.9% |
| 1Y | +38.7% | +0.1% | +38.6% | +35.0% |
| 3Y | +175.8% | +28.3% | +147.5% | +135.5% |
| 5Y | +111.8% | +30.5% | +81.4% | +77.7% |
| 10Y | +179.7% | +139.1% | +40.6% | +71.5% |
| All | +855.0% | +287.2% | +567.8% | +216.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling