+906.4%
MOD vs EXR
+221.5%
+684.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.6% | +6.3% | +5.9% |
| 7D | -25.5% | +5.2% | -30.7% | -26.9% |
| 30D | -49.0% | +20.9% | -69.9% | -52.2% |
| 3M | -49.8% | +7.7% | -57.5% | -51.2% |
| 6M | -64.8% | +13.2% | -78.0% | -66.6% |
| YTD | -27.6% | +26.5% | -54.1% | -33.8% |
| 1Y | -35.2% | +27.2% | -62.4% | -40.9% |
| 3Y | +137.1% | +71.5% | +65.6% | +88.5% |
| 5Y | +760.3% | +0.4% | +759.9% | +712.8% |
| All | +906.4% | +221.5% | +684.9% | +671.0% |
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 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