+2,203.6%
MO vs EXR
+2,662.2%
-458.6%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.6% |
| 7D | +0.3% | -2.6% | +2.9% | +0.8% |
| 30D | +0.6% | -7.2% | +7.8% | +2.1% |
| 3M | -1.0% | -3.5% | +2.5% | -0.2% |
| 6M | +4.3% | -5.3% | +9.6% | +5.4% |
| YTD | +23.3% | +9.4% | +13.9% | +21.0% |
| 1Y | +10.5% | +1.3% | +9.1% | +10.0% |
| 3Y | +96.3% | +22.4% | +73.8% | +86.2% |
| 5Y | +98.9% | -12.2% | +111.1% | +97.6% |
| 10Y | +103.6% | +148.6% | -45.0% | +63.3% |
| All | +2,203.6% | +2,662.2% | -458.6% | +1,122.3% |
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 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