-99.3%
MSTZ vs EXR
-4.1%
-95.2%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +0.4% |
| 7D | -1.2% | +5.2% | -6.4% | +2.0% |
| 30D | +22.2% | +20.9% | +1.3% | +37.1% |
| 3M | -70.4% | +7.7% | -78.1% | -68.8% |
| 6M | -31.0% | +13.2% | -44.2% | -25.1% |
| YTD | -81.0% | +26.5% | -107.5% | -77.6% |
| 1Y | -61.2% | +27.2% | -88.4% | -54.2% |
| All | -99.3% | -4.1% | -95.2% | -98.4% |
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 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