+39.5%
EXPE vs MSCI
+3.6%
+35.9%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.3% | -2.6% | -3.6% |
| 7D | -9.3% | +2.8% | -12.2% | -10.3% |
| 30D | +0.1% | +15.4% | -15.3% | -7.0% |
| 3M | -15.3% | +13.4% | -28.7% | -20.7% |
| 6M | +5.5% | +10.9% | -5.4% | -0.9% |
| YTD | -8.0% | +13.0% | -20.9% | -14.4% |
| 1Y | +18.9% | +12.0% | +6.8% | +11.0% |
| 3Y | +135.5% | +34.1% | +101.4% | +89.1% |
| All | +39.5% | +3.6% | +35.9% | +25.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling