+303.5%
EWY vs MTZ
+773.6%
-470.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.5% | -0.3% | +2.3% |
| 7D | -0.1% | +1.4% | -1.4% | -0.4% |
| 30D | +7.3% | -14.5% | +21.8% | +11.9% |
| 3M | -5.1% | -32.9% | +27.8% | +5.3% |
| 6M | +42.1% | -20.8% | +62.9% | +52.1% |
| YTD | +94.1% | +10.6% | +83.5% | +92.5% |
| 1Y | +147.8% | +27.1% | +120.7% | +137.5% |
| 3Y | +222.9% | +166.1% | +56.8% | +154.6% |
| 5Y | +150.6% | +170.7% | -20.1% | +90.9% |
| All | +303.5% | +773.6% | -470.1% | +142.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling