+16.2%
MS vs MTZ
-12.2%
+28.4%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.3% | +4.6% | +0.9% |
| 7D | +0.8% | -8.7% | +9.5% | +1.6% |
| 30D | -0.7% | -15.0% | +14.3% | +1.3% |
| 3M | -12.4% | -32.6% | +20.2% | -7.1% |
| 6M | -1.7% | -56.3% | +54.6% | +12.0% |
| YTD | +8.0% | -16.8% | +24.9% | -0.7% |
| 1Y | +16.2% | -10.0% | +26.3% | +1.8% |
| All | +16.2% | -12.2% | +28.4% | +1.8% |
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 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