+147.6%
EXPE vs MOD
+116.8%
+30.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | -7.3% | -6.5% | -13.0% |
| 7D | -3.6% | -34.2% | +30.5% | 0.0% |
| 30D | +4.8% | -51.9% | +56.6% | +12.7% |
| 3M | -14.6% | -53.0% | +38.4% | -8.3% |
| 6M | +10.0% | -66.4% | +76.3% | +22.0% |
| YTD | -3.3% | -31.5% | +28.3% | -7.7% |
| 1Y | +28.4% | -39.6% | +67.9% | +24.9% |
| All | +147.6% | +116.8% | +30.7% | +51.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling