+160.0%
EXPE vs MOH
+264.4%
-104.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.0% | -0.5% | +1.1% |
| 7D | -5.8% | +1.7% | -7.5% | -6.0% |
| 30D | -13.6% | -0.9% | -12.7% | -13.5% |
| 3M | +25.2% | +5.7% | +19.5% | +23.9% |
| 6M | +22.3% | +39.1% | -16.8% | +15.5% |
| YTD | -0.3% | +17.7% | -18.0% | -4.6% |
| 1Y | +27.8% | +8.4% | +19.4% | +23.5% |
| 3Y | +162.4% | -36.6% | +199.0% | +167.6% |
| 5Y | +95.8% | -19.1% | +114.9% | +87.3% |
| All | +160.0% | +264.4% | -104.3% | +90.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 10y: compounded portfolio wealth divided by compounded MOH 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…
10y analysis · Full analysis span regression · 6 months rolling