+855.0%
EXPE vs MOS
+111.5%
+743.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +32.1% |
| YTD | +5.8% | +9.3% | -3.5% | +0.3% |
| 1Y | +38.7% | -18.0% | +56.6% | +42.3% |
| 3Y | +175.8% | -29.0% | +204.8% | +186.1% |
| 5Y | +111.8% | -9.6% | +121.4% | +93.1% |
| 10Y | +179.7% | +6.1% | +173.6% | +112.5% |
| All | +855.0% | +111.5% | +743.5% | +478.2% |
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