+2,547.5%
MO vs EXR
+3,075.0%
-527.5%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +0.8% |
| 7D | +0.4% | -1.2% | +1.6% | +0.7% |
| 30D | +8.9% | +18.3% | -9.4% | +5.5% |
| 3M | +23.0% | +9.1% | +13.9% | +20.9% |
| 6M | +15.0% | +11.7% | +3.2% | +12.6% |
| YTD | +41.7% | +25.7% | +16.0% | +35.5% |
| 1Y | +43.3% | +24.9% | +18.4% | +37.1% |
| 3Y | +143.2% | +51.4% | +91.7% | +122.0% |
| 5Y | +154.7% | -1.9% | +156.6% | +148.1% |
| 10Y | +151.0% | +214.0% | -62.9% | +93.1% |
| All | +2,547.5% | +3,075.0% | -527.5% | +1,268.0% |
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