-6.0%
MTZ vs EXR
+27.0%
-33.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +0.6% | +8.0% | +8.7% |
| 7D | -2.4% | +2.7% | -5.1% | -1.8% |
| 30D | -11.1% | +18.9% | -30.0% | -8.8% |
| 3M | -30.6% | +8.4% | -39.0% | -29.6% |
| 6M | -54.4% | +14.3% | -68.7% | -54.2% |
| YTD | -13.0% | +27.2% | -40.3% | -12.1% |
| All | -6.0% | +27.0% | -33.0% | -5.9% |
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