+34.1%
MSCI vs EXR
+69.9%
-35.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -2.1% |
| 7D | +2.8% | +5.2% | -2.4% | +1.5% |
| 30D | +15.4% | +20.9% | -5.5% | +10.1% |
| 3M | +13.4% | +7.7% | +5.7% | +11.2% |
| 6M | +10.9% | +13.2% | -2.3% | +7.4% |
| YTD | +13.0% | +26.5% | -13.5% | +5.9% |
| 1Y | +12.0% | +27.2% | -15.2% | +4.8% |
| 3Y | +34.1% | +71.5% | -37.4% | +14.4% |
| All | +34.1% | +69.9% | -35.8% | +14.4% |
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