+93.1%
EXPE vs MKSI
+81.7%
+11.4%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.3% | +3.9% | +2.2% |
| 7D | -8.7% | +4.9% | -13.5% | -10.1% |
| 30D | -13.6% | -11.0% | -2.7% | -11.2% |
| 3M | +26.6% | -17.1% | +43.7% | +27.7% |
| 6M | +19.9% | +16.4% | +3.5% | +5.3% |
| YTD | -1.7% | +64.3% | -66.0% | -25.8% |
| 1Y | +29.4% | +137.7% | -108.3% | -17.1% |
| 3Y | +155.7% | +189.1% | -33.4% | +31.3% |
| 5Y | +93.1% | +83.1% | +9.9% | +21.5% |
| All | +93.1% | +81.7% | +11.4% | +21.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling