+478.5%
GS vs MTZ
+544.1%
-65.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +8.6% | -3.9% | +1.8% |
| 7D | +0.8% | -2.4% | +3.3% | +0.7% |
| 30D | +1.2% | -11.1% | +12.3% | +4.0% |
| 3M | -12.4% | -30.6% | +18.2% | -2.9% |
| 6M | -2.3% | -54.4% | +52.0% | +22.5% |
| YTD | +4.6% | -13.0% | +17.6% | +3.6% |
| 1Y | +17.5% | -5.7% | +23.2% | +13.0% |
| 3Y | +202.0% | +297.2% | -95.1% | +67.2% |
| 5Y | +152.4% | +95.9% | +56.5% | +69.9% |
| 10Y | +478.5% | +492.6% | -14.1% | +129.0% |
| All | +478.5% | +544.1% | -65.6% | +129.0% |
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