+115.5%
EXPE vs MOD
+911.6%
-796.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +5.7% | -10.6% | -6.0% |
| 7D | -9.3% | -25.5% | +16.2% | -4.9% |
| 30D | +0.1% | -49.0% | +49.1% | +12.9% |
| 3M | -15.3% | -49.8% | +34.5% | -5.0% |
| 6M | +5.5% | -64.8% | +70.2% | +24.6% |
| YTD | -8.0% | -27.6% | +19.7% | -10.3% |
| 1Y | +18.9% | -35.2% | +54.1% | +18.2% |
| 3Y | +135.5% | +137.1% | -1.6% | +54.6% |
| 5Y | +44.3% | +760.3% | -716.0% | -36.1% |
| All | +115.5% | +911.6% | -796.1% | -17.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling