-9.6%
MOS vs EXR
-11.8%
+2.3%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.6% | +1.9% |
| 7D | +9.5% | -2.6% | +12.1% | +10.5% |
| 30D | +10.4% | -7.2% | +17.6% | +13.4% |
| 3M | +12.9% | -3.5% | +16.4% | +14.1% |
| 6M | +1.2% | -5.3% | +6.5% | +2.8% |
| YTD | +9.3% | +9.4% | 0.0% | +4.9% |
| 1Y | -18.0% | +1.3% | -19.3% | -19.1% |
| 3Y | -29.0% | +22.4% | -51.4% | -36.6% |
| All | -9.6% | -11.8% | +2.3% | -8.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling