+512.7%
MTSI vs EXR
+217.4%
+295.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +0.2% | +10.2% | +10.3% |
| 7D | +7.2% | -1.1% | +8.3% | +7.6% |
| 30D | -18.4% | +18.8% | -37.2% | -23.1% |
| 3M | -16.7% | +9.9% | -26.6% | -19.6% |
| 6M | -31.7% | +12.6% | -44.3% | -35.1% |
| YTD | +45.9% | +26.5% | +19.4% | +32.9% |
| 1Y | +47.0% | +24.5% | +22.5% | +34.5% |
| 3Y | +224.1% | +52.4% | +171.7% | +167.3% |
| 5Y | +238.5% | -1.5% | +240.0% | +222.1% |
| 10Y | +512.7% | +216.0% | +296.7% | +291.5% |
| All | +512.7% | +217.4% | +295.3% | +291.5% |
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 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