+102.8%
MSI vs EXR
-11.8%
+114.6%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.5% |
| 7D | -3.7% | -2.6% | -1.1% | -2.9% |
| 30D | +6.8% | -7.2% | +14.0% | +9.2% |
| 3M | +14.3% | -3.5% | +17.8% | +15.4% |
| 6M | -1.6% | -5.3% | +3.7% | -0.2% |
| YTD | +22.8% | +9.4% | +13.4% | +19.2% |
| 1Y | -1.1% | +1.3% | -2.4% | -2.0% |
| 3Y | +70.5% | +22.4% | +48.1% | +53.5% |
| All | +102.8% | -11.8% | +114.6% | +109.0% |
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