+38.7%
EXPE vs MOD
+45.0%
-6.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.3% | -6.0% | -1.8% |
| 7D | -9.5% | +9.6% | -19.1% | -9.8% |
| 30D | -6.6% | 0.0% | -6.7% | -6.7% |
| 3M | +31.4% | -35.4% | +66.8% | +35.4% |
| 6M | +35.2% | -7.3% | +42.5% | +31.8% |
| YTD | +5.8% | +45.8% | -40.0% | -5.4% |
| 1Y | +38.7% | +43.1% | -4.5% | +25.9% |
| All | +38.7% | +45.0% | -6.3% | +25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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