+966.8%
MOD vs EXR
+215.3%
+751.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.6% | +9.3% | +9.7% |
| 7D | -13.9% | +2.7% | -16.6% | -14.8% |
| 30D | -41.5% | +18.9% | -60.5% | -44.9% |
| 3M | -45.7% | +8.4% | -54.1% | -47.3% |
| 6M | -61.1% | +14.3% | -75.4% | -63.2% |
| YTD | -20.5% | +27.2% | -47.7% | -27.4% |
| 1Y | -32.1% | +25.9% | -58.1% | -37.9% |
| 3Y | +146.5% | +54.6% | +91.8% | +103.8% |
| 5Y | +812.7% | -0.6% | +813.3% | +765.3% |
| 10Y | +966.8% | +208.5% | +758.3% | +706.9% |
| All | +966.8% | +215.3% | +751.6% | +706.9% |
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