+47.9%
MS vs MTZ
+30.9%
+17.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.1% | -1.9% | -0.1% |
| 7D | +1.4% | -1.6% | +3.0% | +1.7% |
| 30D | -0.3% | -11.1% | +10.8% | +1.6% |
| 3M | +0.3% | -36.7% | +37.0% | +7.5% |
| 6M | +31.3% | -21.9% | +53.3% | +32.8% |
| YTD | +24.7% | +9.1% | +15.5% | +15.4% |
| 1Y | +47.9% | +30.0% | +18.0% | +31.9% |
| All | +47.9% | +30.9% | +17.0% | +31.9% |
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