+73.5%
MSFT vs EXR
-11.8%
+85.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.7% |
| 7D | -2.7% | -2.6% | -0.1% | -2.1% |
| 30D | +2.7% | -7.2% | +9.9% | +4.5% |
| 3M | +17.0% | -3.5% | +20.5% | +17.7% |
| 6M | +23.8% | -5.3% | +29.1% | +24.9% |
| YTD | +4.0% | +9.4% | -5.4% | +0.6% |
| 1Y | -0.8% | +1.3% | -2.1% | -2.2% |
| 3Y | +55.6% | +22.4% | +33.2% | +38.7% |
| All | +73.5% | -11.8% | +85.3% | +77.7% |
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 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