+554.8%
MA vs EXR
+215.3%
+339.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.3% |
| 7D | -0.3% | +2.7% | -3.0% | -1.2% |
| 30D | +11.3% | +18.9% | -7.6% | +5.2% |
| 3M | +16.7% | +8.4% | +8.3% | +13.6% |
| 6M | +32.8% | +14.3% | +18.5% | +26.9% |
| YTD | +15.6% | +27.2% | -11.6% | +6.1% |
| 1Y | +19.6% | +25.9% | -6.4% | +10.1% |
| 3Y | +72.1% | +54.6% | +17.5% | +43.0% |
| 5Y | +96.0% | -0.6% | +96.6% | +88.8% |
| 10Y | +554.8% | +208.5% | +346.3% | +338.1% |
| All | +554.8% | +215.3% | +339.5% | +338.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling