+730.7%
EXPE vs MSI
+768.0%
-37.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.5% | -4.4% | -4.6% |
| 7D | -9.3% | +4.7% | -14.0% | -11.6% |
| 30D | +0.1% | +14.8% | -14.6% | -6.7% |
| 3M | -15.3% | +8.8% | -24.1% | -19.1% |
| 6M | +5.5% | +19.3% | -13.8% | -4.2% |
| YTD | -8.0% | +35.3% | -43.3% | -22.2% |
| 1Y | +18.9% | +33.8% | -14.9% | +1.1% |
| 3Y | +135.5% | +74.4% | +61.1% | +73.2% |
| 5Y | +44.3% | +120.5% | -76.2% | -5.8% |
| 10Y | +117.7% | +685.2% | -567.5% | -23.8% |
| All | +730.7% | +768.0% | -37.4% | +83.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling