-28.0%
MOD vs EXR
+24.1%
-52.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.6% |
| 7D | +16.1% | -1.2% | +17.3% | +15.9% |
| 30D | -38.5% | +18.3% | -56.8% | -39.0% |
| 3M | -46.8% | +9.1% | -55.9% | -46.8% |
| 6M | -61.6% | +11.7% | -73.3% | -62.6% |
| YTD | -20.5% | +25.7% | -46.2% | -24.6% |
| 1Y | -28.0% | +24.9% | -52.9% | -31.6% |
| All | -28.0% | +24.1% | -52.1% | -31.6% |
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