+150.1%
MOS vs EXR
+2,662.2%
-2,512.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.6% | +1.9% |
| 7D | +9.5% | -2.6% | +12.1% | +10.6% |
| 30D | +10.4% | -7.2% | +17.6% | +13.6% |
| 3M | +12.9% | -3.5% | +16.4% | +14.2% |
| 6M | +1.2% | -5.3% | +6.5% | +2.9% |
| YTD | +9.3% | +9.4% | 0.0% | +4.8% |
| 1Y | -18.0% | +1.3% | -19.3% | -19.0% |
| 3Y | -29.0% | +22.4% | -51.4% | -36.5% |
| 5Y | -9.6% | -12.2% | +2.6% | -9.8% |
| 10Y | +6.1% | +148.6% | -142.5% | -34.9% |
| All | +150.1% | +2,662.2% | -2,512.1% | -56.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling