+155.6%
GS vs MTZ
+89.4%
+66.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.7% |
| 7D | +5.9% | +5.0% | +0.9% | +4.4% |
| 30D | +4.3% | -6.0% | +10.3% | +5.0% |
| 3M | -11.7% | -36.1% | +24.5% | -1.4% |
| 6M | -3.2% | -56.9% | +53.7% | +19.1% |
| YTD | +5.8% | -15.9% | +21.7% | +5.8% |
| 1Y | +16.0% | -3.8% | +19.9% | +11.4% |
| 3Y | +199.8% | +272.3% | -72.5% | +95.0% |
| All | +155.6% | +89.4% | +66.2% | +87.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling