0.0%
MSFT vs EXR
+0.3%
-0.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | -1.4% | -0.7% | -0.7% | -1.5% |
| 30D | -1.0% | -6.9% | +5.9% | -1.8% |
| 3M | +20.2% | -3.0% | +23.2% | +19.4% |
| 6M | +21.3% | -2.9% | +24.2% | +19.6% |
| YTD | +2.8% | +9.3% | -6.5% | +1.8% |
| 1Y | 0.0% | -0.9% | +0.9% | -0.7% |
| All | 0.0% | +0.3% | -0.4% | -0.7% |
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