+115.9%
EXPE vs MOD
+920.5%
-804.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.9% | +0.8% | -1.5% |
| 7D | -11.2% | -17.8% | +6.6% | -8.7% |
| 30D | -7.5% | -43.2% | +35.8% | +2.1% |
| 3M | -19.1% | -46.0% | +27.0% | -10.6% |
| 6M | +10.7% | -62.2% | +73.0% | +29.0% |
| YTD | -9.9% | -22.8% | +12.9% | -13.4% |
| 1Y | -4.6% | -35.5% | +30.9% | -5.0% |
| 3Y | +116.8% | +128.2% | -11.4% | +43.9% |
| 5Y | +38.6% | +791.6% | -753.0% | -39.2% |
| 10Y | +115.9% | +886.3% | -770.5% | -20.4% |
| All | +115.9% | +920.5% | -804.6% | -20.4% |
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