+125.4%
EXPE vs MOD
+915.9%
-790.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.5% | -1.1% | +1.7% |
| 7D | -17.8% | +8.2% | -26.0% | -19.1% |
| 30D | -3.2% | -38.2% | +34.9% | +4.9% |
| 3M | -19.0% | -46.2% | +27.2% | -10.3% |
| 6M | +17.7% | -62.5% | +80.3% | +37.8% |
| YTD | -7.8% | -20.1% | +12.3% | -12.0% |
| 1Y | -1.4% | -29.7% | +28.3% | -3.6% |
| 3Y | +121.9% | +136.2% | -14.3% | +45.9% |
| 5Y | +44.3% | +820.4% | -776.1% | -37.5% |
| 10Y | +125.4% | +839.8% | -714.4% | -19.9% |
| All | +125.4% | +915.9% | -790.5% | -19.9% |
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 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