+2,383.1%
MAR vs EXR
+3,090.1%
-707.0%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.8% | +3.4% | +3.0% |
| 7D | +2.9% | +1.7% | +1.1% | +2.0% |
| 30D | +17.0% | +18.0% | -1.0% | +8.4% |
| 3M | +23.2% | +9.7% | +13.5% | +17.9% |
| 6M | +21.7% | +13.4% | +8.3% | +14.4% |
| YTD | +38.9% | +26.3% | +12.6% | +23.8% |
| 1Y | +48.7% | +27.6% | +21.1% | +32.0% |
| 3Y | +122.9% | +52.2% | +70.7% | +76.3% |
| 5Y | +177.5% | -1.1% | +178.5% | +159.6% |
| 10Y | +537.5% | +216.8% | +320.7% | +205.1% |
| All | +2,383.1% | +3,090.1% | -707.0% | +214.2% |
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