+50.0%
EXPE vs MOD
-33.0%
+83.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -21.4% | +32.0% | +9.6% |
| 7D | +14.6% | -31.3% | +46.0% | +13.6% |
| 30D | +21.4% | -46.1% | +67.5% | +20.8% |
| 3M | +1.4% | -51.1% | +52.5% | +1.0% |
| 6M | +28.6% | -62.1% | +90.7% | +28.8% |
| YTD | +12.1% | -26.2% | +38.3% | -1.6% |
| 1Y | +50.0% | -32.6% | +82.6% | +33.0% |
| All | +50.0% | -33.0% | +83.0% | +33.0% |
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