+140.2%
MAS vs EXR
+148.5%
-8.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +3.0% | +2.3% |
| 7D | -0.8% | -2.6% | +1.8% | +0.4% |
| 30D | -5.6% | -7.2% | +1.6% | -2.4% |
| 3M | +4.4% | -3.5% | +7.9% | +6.0% |
| 6M | +7.2% | -5.3% | +12.5% | +9.7% |
| YTD | +16.1% | +9.4% | +6.8% | +11.7% |
| 1Y | +0.1% | +1.3% | -1.2% | -0.6% |
| 3Y | +28.3% | +22.4% | +5.9% | +16.3% |
| 5Y | +30.5% | -12.2% | +42.7% | +32.2% |
| All | +140.2% | +148.5% | -8.3% | +75.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling