+183.6%
MTSI vs EXR
-0.3%
+183.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -0.6% | +11.4% | +11.0% |
| 7D | -10.0% | +5.2% | -15.2% | -11.4% |
| 30D | -37.2% | +20.9% | -58.1% | -40.9% |
| 3M | -30.1% | +7.7% | -37.8% | -31.8% |
| 6M | -31.9% | +13.2% | -45.1% | -35.3% |
| YTD | +23.2% | +26.5% | -3.3% | +12.3% |
| 1Y | +26.4% | +27.2% | -0.8% | +14.7% |
| 3Y | +186.2% | +71.5% | +114.6% | +119.6% |
| All | +183.6% | -0.3% | +183.9% | +162.6% |
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