+877.3%
MOH vs EXR
+2,660.5%
-1,783.2%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.2% | -2.2% |
| 7D | -3.3% | -0.7% | -2.6% | -3.1% |
| 30D | -0.1% | -6.9% | +6.9% | +2.3% |
| 3M | -1.1% | -3.0% | +1.9% | -0.2% |
| 6M | +35.9% | -2.9% | +38.8% | +36.6% |
| YTD | +13.1% | +9.3% | +3.8% | +9.2% |
| 1Y | +11.8% | -0.9% | +12.8% | +11.6% |
| 3Y | -38.7% | +24.7% | -63.4% | -44.8% |
| 5Y | -25.1% | -11.7% | -13.4% | -26.0% |
| 10Y | +243.8% | +148.4% | +95.5% | +129.0% |
| All | +877.3% | +2,660.5% | -1,783.2% | +190.7% |
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 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