+118.9%
MSI vs EXR
-0.3%
+119.2%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.3% |
| 7D | +4.7% | +5.2% | -0.5% | +3.0% |
| 30D | +14.8% | +20.9% | -6.1% | +8.3% |
| 3M | +8.8% | +7.7% | +1.1% | +6.3% |
| 6M | +19.3% | +13.2% | +6.1% | +14.6% |
| YTD | +35.3% | +26.5% | +8.9% | +25.6% |
| 1Y | +33.8% | +27.2% | +6.6% | +23.8% |
| 3Y | +74.4% | +71.5% | +2.9% | +38.4% |
| All | +118.9% | -0.3% | +119.2% | +113.6% |
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