+52.7%
EFA vs MTZ
+168.2%
-115.5%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.5% | -2.6% | +0.4% |
| 7D | -1.5% | +1.4% | -2.9% | -1.8% |
| 30D | -1.7% | -14.5% | +12.8% | +0.8% |
| 3M | +3.5% | -32.9% | +36.4% | +9.4% |
| 6M | +9.5% | -20.8% | +30.3% | +12.0% |
| YTD | +12.9% | +10.6% | +2.3% | +8.6% |
| 1Y | +18.2% | +27.1% | -8.9% | +10.6% |
| 3Y | +64.8% | +166.1% | -101.3% | +31.7% |
| All | +52.7% | +168.2% | -115.5% | +15.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling