+387.6%
EFA vs MTZ
+2,090.0%
-1,702.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | -0.8% |
| 7D | -0.5% | +2.3% | -2.7% | -0.8% |
| 30D | -1.3% | -10.3% | +8.9% | +0.2% |
| 3M | +5.2% | -31.8% | +37.0% | +10.6% |
| 6M | +9.4% | -19.2% | +28.5% | +11.6% |
| YTD | +12.7% | +10.7% | +2.0% | +9.1% |
| 1Y | +19.3% | +37.5% | -18.3% | +11.1% |
| 3Y | +66.3% | +162.4% | -96.0% | +35.6% |
| 5Y | +53.4% | +166.3% | -113.0% | +22.2% |
| 10Y | +144.4% | +753.2% | -608.7% | +53.6% |
| All | +387.6% | +2,090.0% | -1,702.4% | +152.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling