+12.1%
GS vs MTZ
-12.7%
+24.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +9.5% | -9.9% | -2.2% |
| 7D | -3.2% | -6.4% | +3.2% | -2.6% |
| 30D | -2.4% | -22.1% | +19.6% | +2.4% |
| 3M | -15.7% | -32.7% | +16.9% | -8.8% |
| 6M | -6.8% | -59.8% | +53.0% | +15.0% |
| YTD | -0.1% | -19.9% | +19.8% | -8.1% |
| 1Y | +12.1% | -11.5% | +23.6% | -2.3% |
| All | +12.1% | -12.7% | +24.8% | -2.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling