+642.6%
GS vs MTZ
+743.1%
-100.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.8% | -4.0% | -1.5% |
| 7D | +3.4% | +3.6% | -0.2% | +2.1% |
| 30D | +0.2% | -9.6% | +9.8% | +3.3% |
| 3M | -0.3% | -31.9% | +31.6% | +11.1% |
| 6M | +27.4% | -13.8% | +41.2% | +29.7% |
| YTD | +19.6% | +13.3% | +6.4% | +10.3% |
| 1Y | +42.5% | +39.3% | +3.2% | +21.2% |
| 3Y | +240.4% | +168.3% | +72.1% | +119.5% |
| 5Y | +188.9% | +166.4% | +22.5% | +77.5% |
| 10Y | +642.6% | +739.9% | -97.4% | +168.5% |
| All | +642.6% | +743.1% | -100.5% | +168.5% |
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