+261.9%
MOH vs EXR
+151.8%
+110.1%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.1% | +1.7% |
| 7D | +1.7% | -1.2% | +2.9% | +2.0% |
| 30D | -0.9% | -6.2% | +5.3% | +0.8% |
| 3M | +5.7% | -7.4% | +13.1% | +7.8% |
| 6M | +39.1% | -0.5% | +39.7% | +38.9% |
| YTD | +17.7% | +8.1% | +9.6% | +14.6% |
| 1Y | +8.4% | -2.9% | +11.3% | +8.8% |
| 3Y | -36.6% | +22.9% | -59.5% | -41.3% |
| 5Y | -19.1% | -10.2% | -8.9% | -19.6% |
| All | +261.9% | +151.8% | +110.1% | +198.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling