+47.4%
MAS vs EXR
-0.9%
+48.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +3.1% | +2.6% | +4.1% |
| 7D | +14.2% | +11.3% | +2.9% | +8.2% |
| 30D | +26.8% | +21.2% | +5.7% | +15.3% |
| 3M | +13.1% | +8.7% | +4.4% | +8.5% |
| 6M | +27.9% | +18.2% | +9.7% | +17.6% |
| YTD | +38.7% | +27.9% | +10.7% | +22.6% |
| 1Y | +40.4% | +28.3% | +12.0% | +23.9% |
| 3Y | +66.1% | +71.7% | -5.6% | +25.7% |
| 5Y | +47.4% | -0.6% | +48.1% | +42.4% |
| All | +47.4% | -0.9% | +48.3% | +42.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling