+773.5%
EXPE vs MKSI
+1,496.8%
-723.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -1.1% |
| 7D | -11.5% | +6.6% | -18.1% | -13.7% |
| 30D | -13.1% | -8.2% | -4.8% | -10.9% |
| 3M | +18.1% | -16.4% | +34.6% | +19.8% |
| 6M | +13.3% | +23.0% | -9.7% | -3.6% |
| YTD | -3.2% | +68.2% | -71.4% | -28.8% |
| 1Y | +26.1% | +148.6% | -122.4% | -22.6% |
| 3Y | +151.7% | +196.0% | -44.2% | +29.6% |
| 5Y | +88.3% | +87.4% | +1.0% | +13.2% |
| 10Y | +158.0% | +523.8% | -365.8% | -20.4% |
| All | +773.5% | +1,496.8% | -723.3% | +51.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling