+1,250.3%
EWY vs MTZ
+383.0%
+867.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.7% | +0.9% |
| 7D | +6.7% | +2.3% | +4.4% | +6.2% |
| 30D | +17.0% | -10.3% | +27.2% | +19.6% |
| 3M | +3.7% | -31.8% | +35.5% | +12.2% |
| 6M | +42.5% | -19.2% | +61.7% | +49.3% |
| YTD | +96.2% | +10.7% | +85.5% | +93.4% |
| 1Y | +160.4% | +37.5% | +122.8% | +145.2% |
| 3Y | +231.7% | +162.4% | +69.3% | +167.2% |
| 5Y | +153.3% | +166.3% | -13.1% | +98.9% |
| 10Y | +308.8% | +753.2% | -444.3% | +139.9% |
| All | +1,250.3% | +383.0% | +867.4% | +649.4% |
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