+35.3%
MAS vs EXR
-11.8%
+47.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +3.0% | +2.4% |
| 7D | -0.8% | -2.6% | +1.8% | +0.5% |
| 30D | -5.6% | -7.2% | +1.6% | -2.0% |
| 3M | +4.4% | -3.5% | +7.9% | +6.2% |
| 6M | +7.2% | -5.3% | +12.5% | +10.0% |
| YTD | +16.1% | +9.4% | +6.8% | +11.2% |
| 1Y | +0.1% | +1.3% | -1.2% | -0.8% |
| 3Y | +28.3% | +22.4% | +5.9% | +14.6% |
| All | +35.3% | -11.8% | +47.1% | +35.0% |
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