+662.2%
MSI vs EXR
+215.7%
+446.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.7% |
| 7D | +2.6% | -1.2% | +3.8% | +3.0% |
| 30D | +18.1% | +18.3% | -0.2% | +11.9% |
| 3M | +13.2% | +9.1% | +4.1% | +10.0% |
| 6M | +36.3% | +11.7% | +24.5% | +31.2% |
| YTD | +39.5% | +25.7% | +13.8% | +29.2% |
| 1Y | +36.9% | +24.9% | +12.0% | +26.9% |
| 3Y | +76.1% | +51.4% | +24.6% | +48.2% |
| 5Y | +123.7% | -1.9% | +125.7% | +116.8% |
| All | +662.2% | +215.7% | +446.5% | +450.5% |
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