+104.9%
EXPE vs MOD
+1,486.5%
-1,381.6%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.3% | -6.0% | -2.5% |
| 7D | -9.5% | +9.6% | -19.1% | -11.1% |
| 30D | -6.6% | 0.0% | -6.7% | -7.0% |
| 3M | +31.4% | -35.4% | +66.8% | +40.7% |
| 6M | +35.2% | -7.3% | +42.5% | +31.5% |
| YTD | +5.8% | +45.8% | -40.0% | -8.5% |
| 1Y | +38.7% | +43.1% | -4.5% | +19.0% |
| 3Y | +175.8% | +297.7% | -121.9% | +61.6% |
| All | +104.9% | +1,486.5% | -1,381.6% | -30.4% |
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 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