+492.6%
MTZ vs EXR
+215.3%
+277.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +0.6% | +8.0% | +8.4% |
| 7D | -2.4% | +2.7% | -5.1% | -3.5% |
| 30D | -11.1% | +18.9% | -30.0% | -16.4% |
| 3M | -30.6% | +8.4% | -39.0% | -32.7% |
| 6M | -54.4% | +14.3% | -68.7% | -56.9% |
| YTD | -13.0% | +27.2% | -40.3% | -21.2% |
| 1Y | -5.7% | +25.9% | -31.6% | -14.4% |
| 3Y | +297.2% | +54.6% | +242.5% | +227.9% |
| 5Y | +95.9% | -0.6% | +96.5% | +84.0% |
| 10Y | +492.6% | +208.5% | +284.1% | +340.0% |
| All | +492.6% | +215.3% | +277.4% | +340.0% |
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 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