+91.1%
EXPE vs MSI
+100.4%
-9.4%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -1.1% | -6.8% | -7.3% |
| 7D | -9.8% | -5.8% | -4.0% | -6.9% |
| 30D | -11.5% | -1.0% | -10.5% | -11.1% |
| 3M | +21.7% | +14.2% | +7.6% | +12.8% |
| 6M | +10.4% | +1.0% | +9.3% | +9.0% |
| YTD | -2.5% | +21.5% | -24.0% | -14.4% |
| 1Y | +27.3% | -2.1% | +29.5% | +27.1% |
| 3Y | +153.5% | +69.3% | +84.2% | +74.9% |
| 5Y | +91.1% | +99.3% | -8.2% | +14.3% |
| All | +91.1% | +100.4% | -9.4% | +14.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling