+141.6%
MO vs EXR
+54.2%
+87.4%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.3% |
| 7D | -0.8% | -1.1% | +0.3% | -0.5% |
| 30D | +8.0% | +18.8% | -10.8% | +4.1% |
| 3M | +20.9% | +9.9% | +11.0% | +18.4% |
| 6M | +16.3% | +12.6% | +3.7% | +13.5% |
| YTD | +40.7% | +26.5% | +14.2% | +34.3% |
| 1Y | +41.5% | +24.5% | +17.0% | +35.4% |
| All | +141.6% | +54.2% | +87.4% | +129.3% |
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