+38.7%
EXPE vs MKSI
+162.5%
-123.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.3% | -6.0% | -1.6% |
| 7D | -9.5% | +1.8% | -11.3% | -9.5% |
| 30D | -6.6% | -16.8% | +10.2% | -6.8% |
| 3M | +31.4% | -21.1% | +52.5% | +29.1% |
| 6M | +35.2% | +10.8% | +24.3% | +26.2% |
| YTD | +5.8% | +63.3% | -57.5% | -9.1% |
| 1Y | +38.7% | +157.0% | -118.3% | +13.0% |
| All | +38.7% | +162.5% | -123.9% | +13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 MKSI 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