+1,208.8%
MTSI vs EXR
+758.5%
+450.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.2% | +4.7% | +3.9% |
| 7D | +1.4% | -2.6% | +3.9% | +2.3% |
| 30D | +2.1% | -7.2% | +9.3% | +4.6% |
| 3M | -29.7% | -3.5% | -26.2% | -29.4% |
| 6M | +12.5% | -5.3% | +17.8% | +13.8% |
| YTD | +57.0% | +9.4% | +47.7% | +50.6% |
| 1Y | +103.9% | +1.3% | +102.6% | +100.1% |
| 3Y | +223.6% | +22.4% | +201.2% | +188.9% |
| 5Y | +321.6% | -12.2% | +333.8% | +317.7% |
| 10Y | +517.7% | +148.6% | +369.1% | +309.9% |
| All | +1,208.8% | +758.5% | +450.3% | +310.3% |
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