+9.1%
MSCI vs EXR
-0.9%
+10.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.6% |
| 7D | -1.9% | -1.1% | -0.8% | -1.4% |
| 30D | +16.5% | +18.8% | -2.3% | +8.4% |
| 3M | +18.2% | +9.9% | +8.3% | +13.6% |
| 6M | +14.0% | +12.6% | +1.3% | +8.2% |
| YTD | +16.6% | +26.5% | -9.9% | +4.4% |
| 1Y | +14.8% | +24.5% | -9.7% | +3.5% |
| 3Y | +33.3% | +52.4% | -19.2% | +2.5% |
| 5Y | +9.1% | -1.5% | +10.6% | +3.6% |
| All | +9.1% | -0.9% | +10.0% | +3.6% |
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