+92.3%
MA vs EXR
-0.3%
+92.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.3% |
| 7D | +2.3% | +5.2% | -2.9% | +0.8% |
| 30D | +14.7% | +20.9% | -6.2% | +8.6% |
| 3M | +13.5% | +7.7% | +5.8% | +11.0% |
| 6M | +33.1% | +13.2% | +19.9% | +28.3% |
| YTD | +15.1% | +26.5% | -11.4% | +6.9% |
| 1Y | +18.7% | +27.2% | -8.5% | +10.1% |
| 3Y | +72.1% | +71.5% | +0.5% | +39.2% |
| All | +92.3% | -0.3% | +92.7% | +77.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling