-35.5%
MOD vs EXR
+26.0%
-61.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.8% | -2.1% | -3.0% |
| 7D | -17.8% | +1.7% | -19.6% | -17.5% |
| 30D | -43.2% | +18.0% | -61.3% | -43.4% |
| 3M | -46.0% | +9.7% | -55.7% | -45.9% |
| 6M | -62.2% | +13.4% | -75.7% | -63.3% |
| YTD | -22.8% | +26.3% | -49.1% | -25.3% |
| 1Y | -35.5% | +27.6% | -63.0% | -39.0% |
| All | -35.5% | +26.0% | -61.5% | -39.0% |
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 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