+114.0%
MS vs EXR
-1.5%
+115.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.6% | -5.4% | -5.8% |
| 7D | -3.4% | +6.8% | -10.2% | -5.3% |
| 30D | -3.9% | +19.6% | -23.5% | -9.1% |
| 3M | -15.9% | +8.0% | -23.9% | -17.9% |
| 6M | -2.5% | +17.2% | -19.6% | -7.6% |
| YTD | +5.1% | +27.2% | -22.1% | -3.4% |
| 1Y | +13.0% | +26.1% | -13.1% | +4.0% |
| 3Y | +160.7% | +70.7% | +90.0% | +109.8% |
| 5Y | +114.0% | +1.0% | +113.1% | +97.4% |
| All | +114.0% | -1.5% | +115.6% | +97.4% |
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 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