+50.0%
EXPE vs MSCI
+17.3%
+32.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +5.4% | +5.1% | +7.4% |
| 7D | +14.6% | +11.5% | +3.2% | +8.0% |
| 30D | +21.4% | +22.1% | -0.7% | +9.0% |
| 3M | +1.4% | +18.4% | -17.0% | -7.4% |
| 6M | +28.6% | +16.6% | +12.0% | +16.2% |
| YTD | +12.1% | +18.8% | -6.7% | +6.1% |
| 1Y | +50.0% | +19.0% | +31.0% | +44.9% |
| All | +50.0% | +17.3% | +32.8% | +44.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 1y: compounded portfolio wealth divided by compounded MSCI 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…
1y analysis · Full analysis span regression · 6 months rolling