+692.6%
EXPE vs MSCI
+2,756.4%
-2,063.7%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.6% |
| 7D | -9.5% | +0.4% | -9.9% | -9.7% |
| 30D | -6.6% | +0.6% | -7.2% | -6.9% |
| 3M | +31.4% | -7.1% | +38.5% | +35.2% |
| 6M | +35.2% | +0.8% | +34.4% | +33.9% |
| YTD | +5.8% | +1.0% | +4.8% | +4.8% |
| 1Y | +38.7% | +4.3% | +34.4% | +35.0% |
| 3Y | +175.8% | +9.9% | +165.8% | +156.5% |
| 5Y | +111.8% | -6.8% | +118.6% | +107.8% |
| 10Y | +179.7% | +614.7% | -434.9% | +7.2% |
| All | +692.6% | +2,756.4% | -2,063.7% | +59.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling