+110.3%
MO vs EXR
+149.6%
-39.3%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.2% |
| 7D | -1.0% | -3.2% | +2.2% | -0.3% |
| 30D | +5.8% | -6.9% | +12.7% | +7.5% |
| 3M | -4.5% | -7.8% | +3.3% | -2.7% |
| 6M | +5.7% | -4.9% | +10.6% | +6.9% |
| YTD | +23.1% | +7.2% | +16.0% | +21.1% |
| 1Y | +10.9% | -1.5% | +12.4% | +11.1% |
| 3Y | +96.1% | +22.3% | +73.9% | +84.4% |
| 5Y | +100.1% | -10.9% | +111.0% | +98.1% |
| All | +110.3% | +149.6% | -39.3% | +55.1% |
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 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