-29.7%
MOD vs EXR
+26.8%
-56.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.2% | +3.3% | +3.5% |
| 7D | +8.2% | -1.1% | +9.4% | +8.1% |
| 30D | -38.2% | +18.8% | -56.9% | -38.7% |
| 3M | -46.2% | +9.9% | -56.1% | -46.2% |
| 6M | -62.5% | +12.6% | -75.2% | -63.6% |
| YTD | -20.1% | +26.5% | -46.6% | -24.6% |
| 1Y | -29.7% | +24.5% | -54.2% | -32.3% |
| All | -29.7% | +26.8% | -56.5% | -32.3% |
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