+15,614.6%
MA vs EXR
+2,314.1%
+13,300.5%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.3% |
| 7D | +2.3% | +5.2% | -2.9% | +0.3% |
| 30D | +14.7% | +20.9% | -6.2% | +6.4% |
| 3M | +13.5% | +7.7% | +5.8% | +10.2% |
| 6M | +33.1% | +13.2% | +19.9% | +26.4% |
| YTD | +15.1% | +26.5% | -11.4% | +4.0% |
| 1Y | +18.7% | +27.2% | -8.5% | +7.0% |
| 3Y | +72.1% | +71.5% | +0.5% | +32.3% |
| 5Y | +92.8% | +0.4% | +92.4% | +80.9% |
| 10Y | +571.6% | +225.2% | +346.5% | +266.1% |
| All | +15,614.6% | +2,314.1% | +13,300.5% | +3,102.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling