+176.8%
MS vs MTZ
+271.0%
-94.1%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.0% | +1.1% |
| 7D | +5.1% | +5.0% | +0.1% | +3.7% |
| 30D | +5.7% | -6.0% | +11.7% | +6.3% |
| 3M | -12.2% | -36.1% | +23.9% | -2.6% |
| 6M | -0.5% | -56.9% | +56.4% | +21.3% |
| YTD | +9.8% | -15.9% | +25.7% | +7.0% |
| 1Y | +17.7% | -3.8% | +21.6% | +9.6% |
| 3Y | +176.8% | +272.3% | -95.4% | +68.0% |
| All | +176.8% | +271.0% | -94.1% | +68.0% |
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 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