+209.4%
IEFA vs MTZ
+995.8%
-786.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.5% | +2.6% | -0.3% |
| 7D | -2.4% | 0.0% | -2.4% | -2.4% |
| 30D | -2.1% | -14.8% | +12.7% | +0.6% |
| 3M | +5.5% | -30.8% | +36.3% | +11.4% |
| 6M | +8.1% | -22.6% | +30.8% | +11.4% |
| YTD | +11.9% | +6.8% | +5.1% | +8.3% |
| 1Y | +18.1% | +22.1% | -4.1% | +11.0% |
| 3Y | +65.5% | +153.1% | -87.6% | +30.7% |
| 5Y | +50.1% | +161.4% | -111.4% | +14.6% |
| 10Y | +144.2% | +723.1% | -578.9% | +41.2% |
| All | +209.4% | +995.8% | -786.4% | +65.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling