-18.0%
MOS vs EXR
+1.1%
-19.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.6% | +1.8% |
| 7D | +9.5% | -2.6% | +12.1% | +10.4% |
| 30D | +10.4% | -7.2% | +17.6% | +13.1% |
| 3M | +12.9% | -3.5% | +16.4% | +13.9% |
| 6M | +1.2% | -5.3% | +6.5% | +2.5% |
| YTD | +9.3% | +9.4% | 0.0% | +1.0% |
| 1Y | -18.0% | +1.3% | -19.3% | -22.1% |
| All | -18.0% | +1.1% | -19.1% | -22.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling