+29.8%
MGY vs EXR
+22.1%
+7.7%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.4% |
| 7D | +1.8% | -3.2% | +5.0% | +2.4% |
| 30D | +6.5% | -6.9% | +13.4% | +7.9% |
| 3M | +0.3% | -7.8% | +8.1% | +1.7% |
| 6M | -2.4% | -4.9% | +2.5% | -1.8% |
| YTD | +29.0% | +7.2% | +21.8% | +25.3% |
| 1Y | +17.0% | -1.5% | +18.6% | +16.1% |
| All | +29.8% | +22.1% | +7.7% | +27.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling