+794.2%
MS vs MTZ
+743.1%
+51.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.8% | -4.5% | -2.0% |
| 7D | +2.5% | +3.6% | -1.1% | +1.1% |
| 30D | 0.0% | -9.6% | +9.6% | +3.1% |
| 3M | +2.4% | -31.9% | +34.4% | +14.2% |
| 6M | +36.4% | -13.8% | +50.2% | +38.0% |
| YTD | +23.8% | +13.3% | +10.6% | +12.6% |
| 1Y | +48.6% | +39.3% | +9.3% | +24.0% |
| 3Y | +179.1% | +168.3% | +10.8% | +72.3% |
| 5Y | +144.8% | +166.4% | -21.6% | +43.5% |
| 10Y | +794.2% | +739.9% | +54.3% | +198.3% |
| All | +794.2% | +743.1% | +51.1% | +198.3% |
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