+67.5%
MAS vs EXR
+71.9%
-4.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +3.1% | +2.6% | +4.0% |
| 7D | +14.2% | +11.3% | +2.9% | +7.8% |
| 30D | +26.8% | +21.2% | +5.7% | +14.5% |
| 3M | +13.1% | +8.7% | +4.4% | +8.1% |
| 6M | +27.9% | +18.2% | +9.7% | +16.9% |
| YTD | +38.7% | +27.9% | +10.7% | +21.6% |
| 1Y | +40.4% | +28.3% | +12.0% | +22.9% |
| All | +67.5% | +71.9% | -4.4% | +27.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling