-32.6%
MOD vs EXR
+28.1%
-60.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +3.1% | -24.5% | -21.1% |
| 7D | -31.3% | +11.3% | -42.6% | -31.1% |
| 30D | -46.1% | +21.2% | -67.3% | -46.5% |
| 3M | -51.1% | +8.7% | -59.9% | -50.9% |
| 6M | -62.1% | +18.2% | -80.3% | -63.8% |
| YTD | -26.2% | +27.9% | -54.1% | -29.4% |
| 1Y | -32.6% | +28.3% | -60.9% | -36.6% |
| All | -32.6% | +28.1% | -60.6% | -36.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling