+197.3%
MKSI vs EXR
+23.2%
+174.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.9% | +1.2% | +1.7% |
| 7D | +2.7% | -1.2% | +3.8% | +3.2% |
| 30D | -12.8% | -6.2% | -6.6% | -10.2% |
| 3M | -22.5% | -7.4% | -15.1% | -20.6% |
| 6M | +19.4% | -0.5% | +19.9% | +17.3% |
| YTD | +67.7% | +8.1% | +59.6% | +56.8% |
| 1Y | +131.4% | -2.9% | +134.3% | +129.3% |
| 3Y | +197.3% | +22.9% | +174.4% | +143.5% |
| All | +197.3% | +23.2% | +174.1% | +143.5% |
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