+130.4%
EXPE vs MSCI
+799.8%
-669.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +1.2% |
| 7D | -4.2% | -0.7% | -3.5% | -3.9% |
| 30D | -4.5% | +16.2% | -20.7% | -10.6% |
| 3M | -19.7% | +16.1% | -35.8% | -24.9% |
| 6M | +18.3% | +12.9% | +5.4% | +11.4% |
| YTD | -7.3% | +14.8% | -22.2% | -13.4% |
| 1Y | -3.9% | +13.8% | -17.7% | -9.8% |
| 3Y | +123.0% | +31.2% | +91.8% | +90.7% |
| 5Y | +47.9% | +5.6% | +42.4% | +35.1% |
| All | +130.4% | +799.8% | -669.4% | -10.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling