+855.0%
EXPE vs MSI
+687.6%
+167.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.2% |
| 7D | -9.5% | -3.7% | -5.8% | -7.9% |
| 30D | -6.6% | +6.8% | -13.5% | -10.1% |
| 3M | +31.4% | +14.3% | +17.1% | +22.6% |
| 6M | +35.2% | -1.6% | +36.8% | +35.1% |
| YTD | +5.8% | +22.8% | -17.0% | -5.8% |
| 1Y | +38.7% | -1.1% | +39.8% | +37.2% |
| 3Y | +175.8% | +70.5% | +105.3% | +106.3% |
| 5Y | +111.8% | +102.8% | +9.0% | +44.1% |
| 10Y | +179.7% | +597.4% | -417.7% | +3.9% |
| All | +855.0% | +687.6% | +167.4% | +121.9% |
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 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