+773.1%
EXPE vs MOS
+84.3%
+688.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | +3.3% | -17.0% | -14.7% |
| 7D | -3.6% | +22.5% | -26.1% | -9.3% |
| 30D | +4.8% | +6.6% | -1.9% | +2.3% |
| 3M | -14.6% | -3.8% | -10.8% | -14.6% |
| 6M | +10.0% | -2.2% | +12.2% | +8.8% |
| YTD | -3.3% | -4.8% | +1.5% | -5.2% |
| 1Y | +28.4% | -11.7% | +40.1% | +28.3% |
| 3Y | +145.1% | -26.5% | +171.6% | +150.2% |
| 5Y | +51.6% | -32.2% | +83.8% | +50.2% |
| 10Y | +128.8% | +10.2% | +118.7% | +71.2% |
| All | +773.1% | +84.3% | +688.8% | +446.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling