+30.7%
MCO vs EXR
-10.8%
+41.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.8% | +1.3% |
| 7D | -3.8% | -1.2% | -2.6% | -3.3% |
| 30D | -0.4% | -6.2% | +5.8% | +2.2% |
| 3M | +7.7% | -7.4% | +15.1% | +11.0% |
| 6M | +7.0% | -0.5% | +7.5% | +6.8% |
| YTD | -6.4% | +8.1% | -14.5% | -10.2% |
| 1Y | -7.6% | -2.9% | -4.8% | -7.5% |
| 3Y | +43.2% | +22.9% | +20.3% | +26.1% |
| All | +30.7% | -10.8% | +41.6% | +32.2% |
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 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