-11.5%
MTZ vs EXR
+26.1%
-37.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -0.6% | +10.1% | +9.4% |
| 7D | -6.4% | +5.2% | -11.6% | -5.7% |
| 30D | -22.1% | +20.9% | -42.9% | -20.0% |
| 3M | -32.7% | +7.7% | -40.4% | -31.8% |
| 6M | -59.8% | +13.2% | -73.0% | -59.7% |
| YTD | -19.9% | +26.5% | -46.4% | -19.5% |
| 1Y | -11.5% | +27.2% | -38.7% | -11.9% |
| All | -11.5% | +26.1% | -37.6% | -11.9% |
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