+96.0%
MA vs MTZ
+90.6%
+5.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +8.6% | -8.1% | -0.5% |
| 7D | -0.3% | -2.4% | +2.1% | -0.4% |
| 30D | +11.3% | -11.1% | +22.4% | +12.4% |
| 3M | +16.7% | -30.6% | +47.3% | +21.1% |
| 6M | +32.8% | -54.4% | +87.1% | +44.5% |
| YTD | +15.6% | -13.0% | +28.6% | +11.3% |
| 1Y | +19.6% | -5.7% | +25.3% | +13.2% |
| 3Y | +72.1% | +297.2% | -225.1% | +13.3% |
| 5Y | +96.0% | +95.9% | +0.2% | +47.8% |
| All | +96.0% | +90.6% | +5.4% | +47.8% |
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