+210.4%
MGY vs EXR
+150.0%
+60.4%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.1% |
| 7D | +3.5% | -1.2% | +4.7% | +3.8% |
| 30D | +5.3% | -6.2% | +11.5% | +7.0% |
| 3M | +2.6% | -7.4% | +10.0% | +4.5% |
| 6M | -3.3% | -0.5% | -2.7% | -3.9% |
| YTD | +29.2% | +8.1% | +21.1% | +25.0% |
| 1Y | +18.0% | -2.9% | +20.9% | +17.7% |
| 3Y | +30.0% | +22.9% | +7.1% | +18.9% |
| 5Y | +92.7% | -10.2% | +102.8% | +90.8% |
| All | +210.4% | +150.0% | +60.4% | +153.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling