+553.1%
MA vs EXR
+221.5%
+331.6%
-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 | +2.3% | +5.2% | -2.9% | +0.6% |
| 30D | +14.7% | +20.9% | -6.2% | +7.8% |
| 3M | +13.5% | +7.7% | +5.8% | +10.7% |
| 6M | +33.1% | +13.2% | +19.9% | +27.6% |
| YTD | +15.1% | +26.5% | -11.4% | +5.8% |
| 1Y | +18.7% | +27.2% | -8.5% | +9.0% |
| 3Y | +72.1% | +71.5% | +0.5% | +37.2% |
| 5Y | +92.8% | +0.4% | +92.4% | +85.0% |
| All | +553.1% | +221.5% | +331.6% | +335.3% |
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