+13,824.2%
MA vs EXR
+1,987.2%
+11,836.9%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.6% |
| 7D | -2.7% | -2.6% | -0.1% | -1.7% |
| 30D | +1.5% | -7.2% | +8.7% | +4.6% |
| 3M | +20.4% | -3.5% | +23.9% | +22.0% |
| 6M | +11.1% | -5.3% | +16.4% | +13.0% |
| YTD | +2.0% | +9.4% | -7.4% | -2.4% |
| 1Y | -2.2% | +1.3% | -3.5% | -3.7% |
| 3Y | +41.9% | +22.4% | +19.5% | +25.0% |
| 5Y | +75.4% | -12.2% | +87.6% | +73.0% |
| 10Y | +527.5% | +148.6% | +379.0% | +280.7% |
| All | +13,824.2% | +1,987.2% | +11,836.9% | +2,906.6% |
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