+125.4%
EXPE vs MSI
+683.5%
-558.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.5% | +0.9% | +1.6% |
| 7D | -17.8% | +7.7% | -25.4% | -21.3% |
| 30D | -3.2% | +19.9% | -23.1% | -12.7% |
| 3M | -19.0% | +14.9% | -33.9% | -25.3% |
| 6M | +17.7% | +37.2% | -19.5% | -2.3% |
| YTD | -7.8% | +40.8% | -48.6% | -25.6% |
| 1Y | -1.4% | +38.1% | -39.5% | -19.5% |
| 3Y | +121.9% | +77.7% | +44.2% | +52.9% |
| 5Y | +44.3% | +129.0% | -84.8% | -15.8% |
| 10Y | +125.4% | +671.3% | -545.9% | -21.7% |
| All | +125.4% | +683.5% | -558.1% | -21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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