+19.9%
MA vs EXR
+26.0%
-6.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.2% | +0.7% |
| 7D | +1.8% | +1.7% | +0.1% | +1.3% |
| 30D | +11.8% | +18.0% | -6.2% | +7.3% |
| 3M | +17.2% | +9.7% | +7.5% | +14.2% |
| 6M | +33.4% | +13.4% | +19.9% | +29.1% |
| YTD | +16.1% | +26.3% | -10.1% | +6.5% |
| 1Y | +19.9% | +27.6% | -7.6% | +9.1% |
| All | +19.9% | +26.0% | -6.1% | +9.1% |
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 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