-2.2%
MA vs EXR
+1.1%
-3.2%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.9% |
| 7D | -2.7% | -2.6% | -0.1% | -2.2% |
| 30D | +1.5% | -7.2% | +8.7% | +3.0% |
| 3M | +20.4% | -3.5% | +23.9% | +21.2% |
| 6M | +11.1% | -5.3% | +16.4% | +12.2% |
| YTD | +2.0% | +9.4% | -7.4% | -0.8% |
| 1Y | -2.2% | +1.3% | -3.5% | -4.6% |
| All | -2.2% | +1.1% | -3.2% | -4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 1y: compounded portfolio wealth divided by compounded EXR 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…
1y analysis · Full analysis span regression · 6 months rolling