+676.7%
MS vs EXR
+3,132.0%
-2,455.3%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.1% | +1.2% | +2.3% |
| 7D | +2.6% | +11.3% | -8.6% | -3.9% |
| 30D | +2.6% | +21.2% | -18.6% | -9.0% |
| 3M | -10.1% | +8.7% | -18.8% | -14.9% |
| 6M | +4.4% | +18.2% | -13.8% | -6.9% |
| YTD | +11.7% | +27.9% | -16.2% | -6.0% |
| 1Y | +20.9% | +28.3% | -7.4% | +1.3% |
| 3Y | +177.1% | +71.7% | +105.5% | +82.2% |
| 5Y | +127.7% | -0.6% | +128.4% | +102.0% |
| 10Y | +684.1% | +229.0% | +455.1% | +167.3% |
| All | +676.7% | +3,132.0% | -2,455.3% | -54.3% |
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