-35.2%
MOD vs EXR
+26.1%
-61.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.6% | +6.3% | +5.6% |
| 7D | -25.5% | +5.2% | -30.7% | -25.2% |
| 30D | -49.0% | +20.9% | -69.9% | -49.3% |
| 3M | -49.8% | +7.7% | -57.5% | -49.6% |
| 6M | -64.8% | +13.2% | -78.0% | -65.7% |
| YTD | -27.6% | +26.5% | -54.1% | -30.2% |
| 1Y | -35.2% | +27.2% | -62.4% | -38.7% |
| All | -35.2% | +26.1% | -61.3% | -38.7% |
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