+537.0%
MS vs MTZ
+427.4%
+109.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | 0.0% |
| 7D | +3.7% | +16.5% | -12.8% | -1.9% |
| 30D | +2.0% | -10.2% | +12.2% | +4.4% |
| 3M | -12.6% | -34.2% | +21.6% | -1.0% |
| 6M | -0.3% | -56.0% | +55.7% | +27.1% |
| YTD | +9.0% | -14.8% | +23.8% | +7.5% |
| 1Y | +13.9% | -7.2% | +21.1% | +8.5% |
| 3Y | +173.6% | +275.8% | -102.1% | +45.5% |
| 5Y | +122.0% | +93.5% | +28.5% | +43.5% |
| All | +537.0% | +427.4% | +109.6% | +150.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling