+47.3%
EXPE vs MOD
+1,086.9%
-1,039.6%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +27.9% | -29.0% | -5.4% |
| 7D | -0.5% | +40.4% | -40.9% | -6.2% |
| 30D | -6.1% | -14.0% | +7.9% | -5.2% |
| 3M | -21.3% | -33.3% | +12.0% | -17.5% |
| 6M | +19.0% | -51.4% | +70.4% | +30.1% |
| YTD | -8.4% | +1.6% | -10.0% | -17.3% |
| 1Y | -2.8% | +5.4% | -8.2% | -13.5% |
| 3Y | +120.8% | +191.0% | -70.2% | +33.9% |
| All | +47.3% | +1,086.9% | -1,039.6% | -45.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling