+787.2%
EXPE vs MOH
+923.9%
-136.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.2% | -1.6% | +0.9% |
| 7D | -8.7% | -1.3% | -7.4% | -8.4% |
| 30D | -13.6% | +3.0% | -16.6% | -14.2% |
| 3M | +26.6% | +1.2% | +25.4% | +25.9% |
| 6M | +19.9% | +41.7% | -21.8% | +9.8% |
| YTD | -1.7% | +15.4% | -17.1% | -7.6% |
| 1Y | +29.4% | +11.8% | +17.6% | +21.8% |
| 3Y | +155.7% | -37.5% | +193.2% | +161.1% |
| 5Y | +93.1% | -20.6% | +113.7% | +83.1% |
| 10Y | +162.1% | +255.8% | -93.7% | +54.3% |
| All | +787.2% | +923.9% | -136.7% | +171.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling