+595.0%
MSI vs EXR
+147.0%
+448.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | -5.8% | -0.7% | -5.1% | -5.6% |
| 30D | -1.0% | -6.9% | +6.0% | +1.3% |
| 3M | +14.2% | -3.0% | +17.1% | +15.1% |
| 6M | +1.0% | -2.9% | +4.0% | +1.7% |
| YTD | +21.5% | +9.3% | +12.2% | +17.7% |
| 1Y | -2.1% | -0.9% | -1.2% | -2.4% |
| 3Y | +69.3% | +24.7% | +44.6% | +51.9% |
| 5Y | +99.3% | -11.7% | +111.0% | +99.4% |
| 10Y | +595.0% | +148.4% | +446.6% | +421.5% |
| All | +595.0% | +147.0% | +448.0% | +421.5% |
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