-99.3%
MSTZ vs EXR
-3.6%
-95.8%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.7% | -0.6% | +18.3% | +17.4% |
| 7D | +13.4% | +6.8% | +6.5% | +18.0% |
| 30D | +37.5% | +19.6% | +17.9% | +53.5% |
| 3M | -69.9% | +8.0% | -77.9% | -68.3% |
| 6M | -32.0% | +17.2% | -49.1% | -24.4% |
| YTD | -81.2% | +27.2% | -108.4% | -77.7% |
| 1Y | -56.1% | +26.1% | -82.1% | -48.4% |
| All | -99.3% | -3.6% | -95.8% | -98.5% |
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