+773.1%
EXPE vs MOD
+197.3%
+575.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | -7.3% | -6.5% | -12.0% |
| 7D | -3.6% | -34.2% | +30.5% | +5.2% |
| 30D | +4.8% | -51.9% | +56.6% | +22.6% |
| 3M | -14.6% | -53.0% | +38.4% | -0.5% |
| 6M | +10.0% | -66.4% | +76.3% | +35.1% |
| YTD | -3.3% | -31.5% | +28.3% | -3.5% |
| 1Y | +28.4% | -39.6% | +67.9% | +31.4% |
| 3Y | +145.1% | +116.8% | +28.3% | +62.7% |
| 5Y | +51.6% | +713.8% | -662.2% | -33.5% |
| 10Y | +128.8% | +882.7% | -753.8% | -21.4% |
| All | +773.1% | +197.3% | +575.8% | +186.1% |
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