+210.1%
MTSI vs EXR
-0.5%
+210.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.6% | +8.4% | +8.8% |
| 7D | +3.5% | +2.7% | +0.8% | +2.7% |
| 30D | -30.3% | +18.9% | -49.3% | -34.1% |
| 3M | -26.0% | +8.4% | -34.4% | -28.0% |
| 6M | -36.1% | +14.3% | -50.4% | -39.4% |
| YTD | +34.3% | +27.2% | +7.0% | +22.2% |
| 1Y | +35.3% | +25.9% | +9.3% | +23.3% |
| 3Y | +217.6% | +54.6% | +163.0% | +155.8% |
| 5Y | +210.1% | -0.6% | +210.7% | +187.0% |
| All | +210.1% | -0.5% | +210.6% | +187.0% |
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