+553.7%
MS vs EXR
+205.9%
+347.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.5% |
| 7D | +0.8% | +1.7% | -1.0% | +0.3% |
| 30D | -0.7% | +18.0% | -18.7% | -5.9% |
| 3M | -12.4% | +9.7% | -22.0% | -15.0% |
| 6M | -1.7% | +13.4% | -15.2% | -6.1% |
| YTD | +8.0% | +26.3% | -18.2% | -0.8% |
| 1Y | +16.2% | +27.6% | -11.3% | +6.2% |
| 3Y | +171.3% | +52.2% | +119.1% | +128.1% |
| 5Y | +124.8% | -1.1% | +125.8% | +114.5% |
| 10Y | +553.7% | +216.8% | +336.8% | +382.7% |
| All | +553.7% | +205.9% | +347.8% | +382.7% |
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