+498.8%
MAR vs EXPE
+123.5%
+375.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | +0.2% |
| 7D | +1.6% | -0.5% | +2.1% | +1.8% |
| 30D | +13.8% | -6.1% | +19.9% | +15.5% |
| 3M | +20.3% | -21.3% | +41.6% | +31.1% |
| 6M | +21.3% | +19.0% | +2.3% | +8.6% |
| YTD | +37.2% | -8.4% | +45.6% | +34.4% |
| 1Y | +48.4% | -2.8% | +51.2% | +40.9% |
| 3Y | +120.1% | +120.8% | -0.6% | +30.7% |
| 5Y | +182.1% | +46.2% | +135.9% | +95.1% |
| All | +498.8% | +123.5% | +375.3% | +161.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 10y: compounded portfolio wealth divided by compounded EXPE 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…
10y analysis · Full analysis span regression · 6 months rolling