+125.4%
EXPE vs MOS
-1.8%
+127.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.8% | +3.2% | +2.6% |
| 7D | -17.8% | +5.5% | -23.2% | -19.2% |
| 30D | -3.2% | +21.0% | -24.2% | -8.9% |
| 3M | -19.0% | -0.5% | -18.5% | -19.8% |
| 6M | +17.7% | +6.6% | +11.1% | +13.3% |
| YTD | -7.8% | -2.8% | -5.0% | -10.4% |
| 1Y | -1.4% | -8.1% | +6.7% | -2.8% |
| 3Y | +121.9% | -25.6% | +147.5% | +125.3% |
| 5Y | +44.3% | -29.8% | +74.0% | +38.6% |
| 10Y | +125.4% | +0.6% | +124.9% | +42.6% |
| All | +125.4% | -1.8% | +127.2% | +42.6% |
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