+9.0%
MSFT vs EXR
+28.1%
-19.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +3.1% | +3.6% | +6.9% |
| 7D | +4.7% | +11.3% | -6.6% | +5.8% |
| 30D | +5.8% | +21.2% | -15.3% | +7.8% |
| 3M | +13.0% | +8.7% | +4.3% | +13.4% |
| 6M | +34.9% | +18.2% | +16.7% | +36.3% |
| YTD | +15.7% | +27.9% | -12.3% | +16.8% |
| 1Y | +9.0% | +28.3% | -19.4% | +10.5% |
| All | +9.0% | +28.1% | -19.1% | +10.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling