+1,851.1%
MAR vs EXR
+2,662.2%
-811.1%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.4% | +0.7% |
| 7D | -4.2% | -2.6% | -1.6% | -3.0% |
| 30D | -6.7% | -7.2% | +0.5% | -3.4% |
| 3M | -12.5% | -3.5% | -9.0% | -11.3% |
| 6M | +0.6% | -5.3% | +5.9% | +2.8% |
| YTD | +9.1% | +9.4% | -0.2% | +4.1% |
| 1Y | +26.2% | +1.3% | +24.9% | +24.5% |
| 3Y | +68.2% | +22.4% | +45.7% | +46.5% |
| 5Y | +163.9% | -12.2% | +176.1% | +159.8% |
| 10Y | +420.6% | +148.6% | +272.0% | +179.5% |
| All | +1,851.1% | +2,662.2% | -811.1% | +164.1% |
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