+27.8%
EXPE vs MOH
+4.9%
+22.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.0% | -0.5% | +1.3% |
| 7D | -5.8% | +1.7% | -7.5% | -5.8% |
| 30D | -13.6% | -0.9% | -12.7% | -13.6% |
| 3M | +25.2% | +5.7% | +19.5% | +25.2% |
| 6M | +22.3% | +39.1% | -16.8% | +22.3% |
| YTD | -0.3% | +17.7% | -18.0% | +0.5% |
| 1Y | +27.8% | +8.4% | +19.4% | +31.0% |
| All | +27.8% | +4.9% | +22.9% | +31.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling