+39.5%
EXPE vs MSI
+118.7%
-79.2%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.5% | -4.4% | -4.6% |
| 7D | -9.3% | +4.7% | -14.0% | -11.9% |
| 30D | +0.1% | +14.8% | -14.6% | -7.4% |
| 3M | -15.3% | +8.8% | -24.1% | -19.5% |
| 6M | +5.5% | +19.3% | -13.8% | -5.4% |
| YTD | -8.0% | +35.3% | -43.3% | -24.6% |
| 1Y | +18.9% | +33.8% | -14.9% | -1.9% |
| 3Y | +135.5% | +74.4% | +61.1% | +56.9% |
| All | +39.5% | +118.7% | -79.2% | -27.9% |
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