+33.8%
MAS vs EXR
+22.7%
+11.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +3.0% | +2.5% |
| 7D | -0.8% | -2.6% | +1.8% | +0.6% |
| 30D | -5.6% | -7.2% | +1.6% | -1.7% |
| 3M | +4.4% | -3.5% | +7.9% | +6.4% |
| 6M | +7.2% | -5.3% | +12.5% | +10.1% |
| YTD | +16.1% | +9.4% | +6.8% | +10.7% |
| 1Y | +0.1% | +1.3% | -1.2% | -1.0% |
| All | +33.8% | +22.7% | +11.0% | +15.1% |
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 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