+175.1%
EXPE vs MOS
+5.8%
+169.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.4% | -3.1% | -2.1% |
| 7D | -9.5% | +9.5% | -19.1% | -12.0% |
| 30D | -6.6% | +10.4% | -17.1% | -9.6% |
| 3M | +31.4% | +12.9% | +18.5% | +25.7% |
| 6M | +35.2% | +1.2% | +33.9% | +32.0% |
| YTD | +5.8% | +9.3% | -3.5% | +0.2% |
| 1Y | +38.7% | -18.0% | +56.6% | +42.5% |
| 3Y | +175.8% | -29.0% | +204.8% | +186.3% |
| 5Y | +111.8% | -9.6% | +121.4% | +88.4% |
| All | +175.1% | +5.8% | +169.3% | +86.1% |
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