+766.6%
MS vs EXR
+2,662.2%
-1,895.7%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +1.0% |
| 7D | +1.4% | -2.6% | +3.9% | +3.0% |
| 30D | -0.3% | -7.2% | +6.9% | +4.4% |
| 3M | +0.3% | -3.5% | +3.8% | +1.8% |
| 6M | +31.3% | -5.3% | +36.6% | +34.3% |
| YTD | +24.7% | +9.4% | +15.3% | +15.9% |
| 1Y | +47.9% | +1.3% | +46.6% | +43.2% |
| 3Y | +178.3% | +22.4% | +155.9% | +127.1% |
| 5Y | +144.9% | -12.2% | +157.1% | +133.6% |
| 10Y | +804.5% | +148.6% | +656.0% | +269.8% |
| All | +766.6% | +2,662.2% | -1,895.7% | -43.7% |
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 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