+42.5%
GS vs MTZ
+37.3%
+5.1%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.8% | -4.0% | -1.1% |
| 7D | +3.4% | +3.6% | -0.2% | +2.5% |
| 30D | +0.2% | -9.6% | +9.8% | +2.4% |
| 3M | -0.3% | -31.9% | +31.6% | +7.7% |
| 6M | +27.4% | -13.8% | +41.2% | +27.1% |
| YTD | +19.6% | +13.3% | +6.4% | +9.8% |
| 1Y | +42.5% | +39.3% | +3.2% | +28.2% |
| All | +42.5% | +37.3% | +5.1% | +28.2% |
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