+5,975.2%
MU vs EXR
+148.5%
+5,826.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.2% | +7.3% | +6.4% |
| 7D | +9.0% | -2.6% | +11.5% | +9.7% |
| 30D | +13.8% | -7.2% | +21.0% | +16.0% |
| 3M | +2.1% | -3.5% | +5.6% | +2.2% |
| 6M | +153.8% | -5.3% | +159.1% | +155.1% |
| YTD | +256.4% | +9.4% | +247.0% | +242.6% |
| 1Y | +719.8% | +1.3% | +718.4% | +704.5% |
| 3Y | +1,360.4% | +22.4% | +1,337.9% | +1,230.8% |
| 5Y | +1,312.4% | -12.2% | +1,324.7% | +1,300.0% |
| All | +5,975.2% | +148.5% | +5,826.7% | +4,765.0% |
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 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