+174.8%
MS vs EXR
+53.9%
+120.9%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.6% | +2.5% | +3.0% |
| 7D | +0.7% | +2.7% | -1.9% | +0.1% |
| 30D | -0.9% | +18.9% | -19.9% | -5.4% |
| 3M | -13.0% | +8.4% | -21.3% | -14.9% |
| 6M | -2.0% | +14.3% | -16.3% | -5.9% |
| YTD | +7.8% | +27.2% | -19.5% | -0.2% |
| 1Y | +17.9% | +25.9% | -8.1% | +9.4% |
| 3Y | +174.8% | +54.6% | +120.1% | +119.9% |
| All | +174.8% | +53.9% | +120.9% | +119.9% |
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 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