+1,308.0%
MSI vs EXR
+3,095.3%
-1,787.3%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.4% |
| 7D | +7.7% | -1.1% | +8.8% | +8.2% |
| 30D | +19.9% | +18.8% | +1.1% | +12.0% |
| 3M | +14.9% | +9.9% | +5.0% | +10.6% |
| 6M | +37.2% | +12.6% | +24.6% | +30.5% |
| YTD | +40.8% | +26.5% | +14.3% | +27.6% |
| 1Y | +38.1% | +24.5% | +13.6% | +25.9% |
| 3Y | +77.7% | +52.4% | +25.3% | +44.2% |
| 5Y | +129.0% | -1.5% | +130.6% | +117.1% |
| 10Y | +671.3% | +216.0% | +455.3% | +330.2% |
| All | +1,308.0% | +3,095.3% | -1,787.3% | +170.2% |
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