+160.0%
EXPE vs MKSI
+524.1%
-364.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.1% | -0.7% | +0.7% |
| 7D | -5.8% | +2.7% | -8.5% | -6.7% |
| 30D | -13.6% | -12.8% | -0.8% | -10.2% |
| 3M | +25.2% | -22.5% | +47.7% | +30.2% |
| 6M | +22.3% | +19.4% | +3.0% | +6.7% |
| YTD | -0.3% | +67.7% | -68.0% | -24.9% |
| 1Y | +27.8% | +131.4% | -103.6% | -16.4% |
| 3Y | +162.4% | +197.3% | -34.9% | +40.5% |
| 5Y | +95.8% | +87.0% | +8.9% | +21.4% |
| All | +160.0% | +524.1% | -364.1% | +10.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling