+1,530.3%
MOD vs EXR
-11.8%
+1,542.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.2% | +5.5% | +4.7% |
| 7D | +9.6% | -2.6% | +12.1% | +10.5% |
| 30D | 0.0% | -7.2% | +7.2% | +2.4% |
| 3M | -35.4% | -3.5% | -31.9% | -35.2% |
| 6M | -7.3% | -5.3% | -2.0% | -6.5% |
| YTD | +45.8% | +9.4% | +36.5% | +40.0% |
| 1Y | +43.1% | +1.3% | +41.8% | +40.7% |
| 3Y | +297.7% | +22.4% | +275.3% | +250.1% |
| All | +1,530.3% | -11.8% | +1,542.2% | +1,529.3% |
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