+652.9%
MOD vs EXR
+2,662.2%
-2,009.3%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.2% | +5.5% | +5.1% |
| 7D | +9.6% | -2.6% | +12.1% | +11.4% |
| 30D | 0.0% | -7.2% | +7.2% | +4.8% |
| 3M | -35.4% | -3.5% | -31.9% | -34.9% |
| 6M | -7.3% | -5.3% | -2.0% | -5.5% |
| YTD | +45.8% | +9.4% | +36.5% | +35.0% |
| 1Y | +43.1% | +1.3% | +41.8% | +38.5% |
| 3Y | +297.7% | +22.4% | +275.3% | +219.5% |
| 5Y | +1,478.8% | -12.2% | +1,491.0% | +1,400.4% |
| 10Y | +1,633.4% | +148.6% | +1,484.8% | +580.0% |
| All | +652.9% | +2,662.2% | -2,009.3% | -56.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling