-32.2%
MOS vs EXR
-1.5%
-30.7%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.6% | +3.9% | +3.5% |
| 7D | +22.5% | +6.8% | +15.7% | +19.6% |
| 30D | +6.6% | +19.6% | -13.0% | -0.3% |
| 3M | -3.8% | +8.0% | -11.8% | -6.6% |
| 6M | -2.2% | +17.2% | -19.4% | -8.1% |
| YTD | -4.8% | +27.2% | -32.0% | -13.9% |
| 1Y | -11.7% | +26.1% | -37.8% | -19.8% |
| 3Y | -26.5% | +70.7% | -97.2% | -42.9% |
| 5Y | -32.2% | +1.0% | -33.2% | -39.7% |
| All | -32.2% | -1.5% | -30.7% | -39.7% |
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 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