+160.4%
MS vs MTZ
+237.5%
-77.1%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +9.5% | -10.1% | -2.9% |
| 7D | -1.6% | -6.4% | +4.9% | -0.7% |
| 30D | -3.8% | -22.1% | +18.3% | +1.7% |
| 3M | -14.6% | -32.7% | +18.1% | -6.7% |
| 6M | -5.1% | -59.8% | +54.7% | +18.1% |
| YTD | +4.5% | -19.9% | +24.4% | +3.1% |
| 1Y | +13.5% | -11.5% | +25.0% | +8.2% |
| 3Y | +160.4% | +258.1% | -97.7% | +56.8% |
| All | +160.4% | +237.5% | -77.1% | +56.8% |
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 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