+160.4%
MS vs EXR
+69.9%
+90.5%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | 0.0% | -0.4% |
| 7D | -1.6% | +5.2% | -6.8% | -2.8% |
| 30D | -3.8% | +20.9% | -24.7% | -8.3% |
| 3M | -14.6% | +7.7% | -22.3% | -16.2% |
| 6M | -5.1% | +13.2% | -18.3% | -8.4% |
| YTD | +4.5% | +26.5% | -22.0% | -2.7% |
| 1Y | +13.5% | +27.2% | -13.7% | +5.4% |
| 3Y | +160.4% | +71.5% | +88.9% | +113.4% |
| All | +160.4% | +69.9% | +90.5% | +113.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling