+115.5%
EXPE vs MOS
+8.6%
+106.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.1% | -5.0% | -4.9% |
| 7D | -9.3% | +21.6% | -30.9% | -14.5% |
| 30D | +0.1% | +12.0% | -11.8% | -3.6% |
| 3M | -15.3% | -3.9% | -11.4% | -15.3% |
| 6M | +5.5% | -3.3% | +8.8% | +4.6% |
| YTD | -8.0% | -4.6% | -3.3% | -10.1% |
| 1Y | +18.9% | -7.0% | +25.9% | +16.8% |
| 3Y | +135.5% | -24.4% | +160.0% | +137.6% |
| 5Y | +44.3% | -32.1% | +76.4% | +40.2% |
| All | +115.5% | +8.6% | +106.9% | +41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 MOS 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