+401.9%
MAS vs EXR
+3,132.0%
-2,730.1%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +3.1% | +2.6% | +3.9% |
| 7D | +14.2% | +11.3% | +2.9% | +7.7% |
| 30D | +26.8% | +21.2% | +5.7% | +14.2% |
| 3M | +13.1% | +8.7% | +4.4% | +8.1% |
| 6M | +27.9% | +18.2% | +9.7% | +16.7% |
| YTD | +38.7% | +27.9% | +10.7% | +21.0% |
| 1Y | +40.4% | +28.3% | +12.0% | +22.2% |
| 3Y | +66.1% | +71.7% | -5.6% | +20.0% |
| 5Y | +47.4% | -0.6% | +48.1% | +39.6% |
| 10Y | +238.3% | +229.0% | +9.4% | +48.5% |
| All | +401.9% | +3,132.0% | -2,730.1% | -46.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling