-12.3%
BA vs MTZ
-6.5%
-5.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.4% | -1.5% |
| 7D | -0.6% | +16.5% | -17.0% | -2.4% |
| 30D | -8.0% | -10.2% | +2.2% | -7.0% |
| 3M | -25.8% | -34.2% | +8.4% | -21.9% |
| 6M | -27.6% | -56.0% | +28.4% | -20.5% |
| YTD | -21.0% | -14.8% | -6.1% | -22.5% |
| 1Y | -12.3% | -7.2% | -5.0% | -15.8% |
| All | -12.3% | -6.5% | -5.7% | -15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MTZ.
Daily Out/Under-Performance
Portfolio return minus MTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTZ 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 MTZ 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