+184.7%
MS vs MTZ
+155.1%
+29.6%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.1% | -1.9% | -0.3% |
| 7D | +1.4% | -1.6% | +3.0% | +1.8% |
| 30D | -0.3% | -11.1% | +10.8% | +2.5% |
| 3M | +0.3% | -36.7% | +37.0% | +11.2% |
| 6M | +31.3% | -21.9% | +53.3% | +35.7% |
| YTD | +24.7% | +9.1% | +15.5% | +15.8% |
| 1Y | +47.9% | +30.0% | +18.0% | +29.4% |
| All | +184.7% | +155.1% | +29.6% | +107.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling