-3.8%
MTZ vs EXR
+25.3%
-29.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.4% | -1.2% |
| 7D | +5.0% | -0.4% | +5.4% | +4.9% |
| 30D | -6.0% | +18.2% | -24.2% | -3.8% |
| 3M | -36.1% | +7.3% | -43.5% | -35.3% |
| 6M | -56.9% | +13.8% | -70.7% | -56.9% |
| YTD | -15.9% | +25.9% | -41.8% | -15.4% |
| 1Y | -3.8% | +25.8% | -29.6% | -3.2% |
| All | -3.8% | +25.3% | -29.1% | -3.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling