-56.2%
MSTZ vs EXR
+24.1%
-80.4%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | -0.6% | +13.4% | +12.4% |
| 7D | +25.6% | -1.2% | +26.8% | +24.7% |
| 30D | +50.6% | +18.3% | +32.3% | +68.0% |
| 3M | -64.5% | +9.1% | -73.6% | -62.1% |
| 6M | -14.0% | +11.7% | -25.8% | -6.3% |
| YTD | -76.4% | +25.7% | -102.1% | -74.7% |
| 1Y | -56.2% | +24.9% | -81.2% | -52.4% |
| All | -56.2% | +24.1% | -80.4% | -52.4% |
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