+2,365.0%
MKSI vs EXR
+2,660.5%
-295.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.0% |
| 7D | +7.7% | -0.7% | +8.4% | +8.0% |
| 30D | -12.9% | -6.9% | -5.9% | -10.0% |
| 3M | -14.8% | -3.0% | -11.9% | -14.6% |
| 6M | +26.6% | -2.9% | +29.6% | +27.0% |
| YTD | +66.6% | +9.3% | +57.3% | +57.7% |
| 1Y | +144.6% | -0.9% | +145.5% | +141.4% |
| 3Y | +193.1% | +24.7% | +168.4% | +156.9% |
| 5Y | +88.6% | -11.7% | +100.3% | +91.4% |
| 10Y | +490.9% | +148.4% | +342.5% | +248.1% |
| All | +2,365.0% | +2,660.5% | -295.4% | +313.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling