+713.8%
MOD vs EXR
-1.5%
+715.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.6% | -6.7% | -7.1% |
| 7D | -34.2% | +6.8% | -41.0% | -35.6% |
| 30D | -51.9% | +19.6% | -71.5% | -54.7% |
| 3M | -53.0% | +8.0% | -61.0% | -54.3% |
| 6M | -66.4% | +17.2% | -83.5% | -68.5% |
| YTD | -31.5% | +27.2% | -58.8% | -37.6% |
| 1Y | -39.6% | +26.1% | -65.6% | -44.8% |
| 3Y | +116.8% | +70.7% | +46.1% | +67.0% |
| 5Y | +713.8% | +1.0% | +712.8% | +634.3% |
| All | +713.8% | -1.5% | +715.3% | +634.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling