-6.3%
MOS vs EXR
+216.3%
-222.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.7% |
| 7D | -2.0% | -0.4% | -1.5% | -1.8% |
| 30D | +15.3% | +18.2% | -2.9% | +9.5% |
| 3M | +1.5% | +7.3% | -5.8% | -0.7% |
| 6M | -2.0% | +13.8% | -15.8% | -6.0% |
| YTD | -6.5% | +25.9% | -32.5% | -13.5% |
| 1Y | -11.1% | +25.8% | -36.9% | -17.6% |
| 3Y | -30.3% | +53.7% | -84.0% | -40.2% |
| 5Y | -33.5% | -1.8% | -31.8% | -36.1% |
| All | -6.3% | +216.3% | -222.6% | -27.3% |
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