+826.3%
MTSI vs EXR
+898.8%
-72.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | -0.6% | -17.8% | -18.2% |
| 7D | -24.6% | +6.8% | -31.4% | -26.2% |
| 30D | -45.7% | +19.6% | -65.3% | -49.0% |
| 3M | -27.7% | +8.0% | -35.7% | -29.9% |
| 6M | -37.3% | +17.2% | -54.4% | -41.3% |
| YTD | +11.1% | +27.2% | -16.1% | +1.0% |
| 1Y | +27.2% | +26.1% | +1.1% | +15.6% |
| 3Y | +153.7% | +70.7% | +83.0% | +100.7% |
| 5Y | +159.0% | +1.0% | +158.0% | +144.3% |
| 10Y | +405.6% | +227.1% | +178.5% | +205.2% |
| All | +826.3% | +898.8% | -72.5% | +175.0% |
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 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