+158.8%
EXPE vs MOH
-37.5%
+196.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.2% | -1.6% | +1.5% |
| 7D | -8.7% | -1.3% | -7.4% | -8.6% |
| 30D | -13.6% | +3.0% | -16.6% | -13.7% |
| 3M | +26.6% | +1.2% | +25.4% | +26.7% |
| 6M | +19.9% | +41.7% | -21.8% | +19.2% |
| YTD | -1.7% | +15.4% | -17.1% | -1.7% |
| 1Y | +29.4% | +11.8% | +17.6% | +29.3% |
| All | +158.8% | -37.5% | +196.3% | +159.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling