+158.0%
MAR vs EXR
-0.3%
+158.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | 0.0% |
| 7D | +4.3% | +5.2% | -0.9% | +2.6% |
| 30D | +16.8% | +20.9% | -4.1% | +9.7% |
| 3M | +16.0% | +7.7% | +8.3% | +13.1% |
| 6M | +16.5% | +13.2% | +3.3% | +11.5% |
| YTD | +35.0% | +26.5% | +8.6% | +24.4% |
| 1Y | +49.4% | +27.2% | +22.2% | +37.4% |
| 3Y | +124.1% | +71.5% | +52.5% | +81.1% |
| All | +158.0% | -0.3% | +158.3% | +133.7% |
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