+441.9%
MAR vs EXPE
+153.6%
+288.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.1% |
| 7D | -0.5% | -11.5% | +11.0% | +4.9% |
| 30D | -4.7% | -13.1% | +8.4% | +1.0% |
| 3M | -15.6% | +18.1% | -33.8% | -22.8% |
| 6M | +1.2% | +13.3% | -12.0% | -6.4% |
| YTD | +7.5% | -3.2% | +10.7% | +4.5% |
| 1Y | +26.6% | +26.1% | +0.5% | +7.0% |
| 3Y | +66.0% | +151.7% | -85.8% | -6.5% |
| 5Y | +154.1% | +88.3% | +65.8% | +56.6% |
| 10Y | +441.9% | +158.0% | +283.8% | +134.1% |
| All | +441.9% | +153.6% | +288.3% | +134.1% |
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