-30.2%
MSTZ vs EXR
+1.1%
-31.3%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.2% | +3.8% | +1.7% |
| 7D | -29.7% | -2.6% | -27.2% | -30.8% |
| 30D | -65.3% | -7.2% | -58.1% | -67.0% |
| 3M | -57.3% | -3.5% | -53.8% | -58.2% |
| 6M | -61.6% | -5.3% | -56.3% | -61.8% |
| YTD | -78.3% | +9.4% | -87.6% | -76.2% |
| 1Y | -30.2% | +1.3% | -31.6% | -26.2% |
| All | -30.2% | +1.1% | -31.3% | -26.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling