+120.8%
EXPE vs MSI
+76.4%
+44.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.3% | -1.2% |
| 7D | -0.5% | +3.2% | -3.7% | -1.5% |
| 30D | -6.1% | +17.6% | -23.7% | -11.4% |
| 3M | -21.3% | +14.5% | -35.8% | -25.1% |
| 6M | +19.0% | +34.3% | -15.2% | +6.3% |
| YTD | -8.4% | +39.7% | -48.1% | -20.7% |
| 1Y | -2.8% | +40.2% | -43.0% | -16.0% |
| 3Y | +120.8% | +77.1% | +43.6% | +101.7% |
| All | +120.8% | +76.4% | +44.4% | +101.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling