+855.0%
EXPE vs MOD
+540.9%
+314.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.3% | -6.0% | -2.7% |
| 7D | -9.5% | +9.6% | -19.1% | -11.6% |
| 30D | -6.6% | 0.0% | -6.7% | -7.1% |
| 3M | +31.4% | -35.4% | +66.8% | +42.7% |
| 6M | +35.2% | -7.3% | +42.5% | +31.4% |
| YTD | +5.8% | +45.8% | -40.0% | -9.8% |
| 1Y | +38.7% | +43.1% | -4.5% | +17.2% |
| 3Y | +175.8% | +297.7% | -121.9% | +62.1% |
| 5Y | +111.8% | +1,478.8% | -1,366.9% | -18.9% |
| 10Y | +179.7% | +1,633.4% | -1,453.7% | -14.0% |
| All | +855.0% | +540.9% | +314.1% | +166.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling