+868.6%
MSFT vs EXR
+147.0%
+721.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.1% |
| 7D | -1.4% | -0.7% | -0.7% | -1.2% |
| 30D | -1.0% | -6.9% | +5.9% | +0.9% |
| 3M | +20.2% | -3.0% | +23.2% | +20.9% |
| 6M | +21.3% | -2.9% | +24.2% | +21.6% |
| YTD | +2.8% | +9.3% | -6.5% | -0.7% |
| 1Y | 0.0% | -0.9% | +0.9% | -0.8% |
| 3Y | +51.2% | +24.7% | +26.5% | +35.0% |
| 5Y | +71.4% | -11.7% | +83.1% | +70.4% |
| 10Y | +868.6% | +148.4% | +720.2% | +627.2% |
| All | +868.6% | +147.0% | +721.6% | +627.2% |
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