+1,694.1%
MCO vs EXR
+2,660.5%
-966.3%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.4% | -2.5% |
| 7D | -2.7% | -0.7% | -2.0% | -2.4% |
| 30D | +0.9% | -6.9% | +7.9% | +4.7% |
| 3M | +8.7% | -3.0% | +11.7% | +10.2% |
| 6M | +2.4% | -2.9% | +5.4% | +3.5% |
| YTD | -5.2% | +9.3% | -14.4% | -10.3% |
| 1Y | -4.4% | -0.9% | -3.4% | -5.4% |
| 3Y | +45.1% | +24.7% | +20.4% | +23.6% |
| 5Y | +31.5% | -11.7% | +43.2% | +30.5% |
| 10Y | +380.7% | +148.4% | +232.4% | +162.3% |
| All | +1,694.1% | +2,660.5% | -966.3% | +165.0% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling