+893.1%
MSFT vs EXR
+213.4%
+679.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.8% |
| 7D | +1.7% | +5.2% | -3.5% | +0.3% |
| 30D | +0.2% | +20.9% | -20.7% | -5.0% |
| 3M | +6.4% | +7.7% | -1.4% | +4.1% |
| 6M | +28.7% | +13.2% | +15.5% | +23.9% |
| YTD | +10.4% | +26.5% | -16.1% | +2.4% |
| 1Y | +7.6% | +27.2% | -19.6% | -0.5% |
| 3Y | +52.3% | +71.5% | -19.2% | +22.6% |
| 5Y | +64.5% | +0.4% | +64.1% | +58.1% |
| All | +893.1% | +213.4% | +679.7% | +608.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling