-15.6%
MOS vs EXR
+28.1%
-43.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.4% | +3.1% | +14.3% | +16.1% |
| 7D | +17.9% | +11.3% | +6.7% | +13.9% |
| 30D | +1.6% | +21.2% | -19.6% | -4.6% |
| 3M | -4.0% | +8.7% | -12.7% | -6.6% |
| 6M | -4.1% | +18.2% | -22.3% | -9.8% |
| YTD | -7.8% | +27.9% | -35.8% | -22.4% |
| 1Y | -15.6% | +28.3% | -43.9% | -28.7% |
| All | -15.6% | +28.1% | -43.6% | -28.7% |
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 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