+2,912.2%
MSFT vs EXR
+2,662.2%
+250.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.7% |
| 7D | -2.7% | -2.6% | -0.1% | -1.9% |
| 30D | +2.7% | -7.2% | +9.9% | +4.9% |
| 3M | +17.0% | -3.5% | +20.5% | +17.9% |
| 6M | +23.8% | -5.3% | +29.1% | +25.1% |
| YTD | +4.0% | +9.4% | -5.4% | +0.4% |
| 1Y | -0.8% | +1.3% | -2.1% | -2.3% |
| 3Y | +55.6% | +22.4% | +33.2% | +40.7% |
| 5Y | +72.9% | -12.2% | +85.1% | +71.3% |
| 10Y | +875.8% | +148.6% | +727.2% | +584.5% |
| All | +2,912.2% | +2,662.2% | +250.0% | +889.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling