+51.6%
EXPE vs MOD
+720.4%
-668.7%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | -7.3% | -6.5% | -12.6% |
| 7D | -3.6% | -34.2% | +30.5% | +2.2% |
| 30D | +4.8% | -51.9% | +56.6% | +17.0% |
| 3M | -14.6% | -53.0% | +38.4% | -4.9% |
| 6M | +10.0% | -66.4% | +76.3% | +27.8% |
| YTD | -3.3% | -31.5% | +28.3% | -6.5% |
| 1Y | +28.4% | -39.6% | +67.9% | +27.0% |
| 3Y | +145.1% | +116.8% | +28.3% | +54.4% |
| 5Y | +51.6% | +713.8% | -662.2% | -41.7% |
| All | +51.6% | +720.4% | -668.7% | -41.7% |
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