+23.4%
MET vs EXR
+0.3%
+23.1%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.1% |
| 7D | +1.1% | -0.7% | +1.8% | +1.4% |
| 30D | -2.3% | -6.9% | +4.6% | +0.1% |
| 3M | +13.9% | -3.0% | +16.9% | +15.1% |
| 6M | +34.8% | -2.9% | +37.7% | +35.3% |
| YTD | +23.5% | +9.3% | +14.3% | +20.7% |
| 1Y | +23.4% | -0.9% | +24.3% | +19.4% |
| All | +23.4% | +0.3% | +23.1% | +19.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling