+7.6%
MOS vs EXR
+221.5%
-213.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.3% |
| 7D | +21.6% | +5.2% | +16.4% | +19.8% |
| 30D | +12.0% | +20.9% | -8.9% | +5.6% |
| 3M | -3.9% | +7.7% | -11.6% | -6.1% |
| 6M | -3.3% | +13.2% | -16.5% | -7.1% |
| YTD | -4.6% | +26.5% | -31.1% | -11.9% |
| 1Y | -7.0% | +27.2% | -34.2% | -14.1% |
| 3Y | -24.4% | +71.5% | -96.0% | -37.3% |
| 5Y | -32.1% | +0.4% | -32.5% | -35.1% |
| All | +7.6% | +221.5% | -213.8% | -15.7% |
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