+112.4%
MS vs MTZ
+80.0%
+32.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +9.5% | -10.1% | -3.0% |
| 7D | -1.6% | -6.4% | +4.9% | -0.6% |
| 30D | -3.8% | -22.1% | +18.3% | +1.9% |
| 3M | -14.6% | -32.7% | +18.1% | -6.5% |
| 6M | -5.1% | -59.8% | +54.7% | +18.2% |
| YTD | +4.5% | -19.9% | +24.4% | +4.7% |
| 1Y | +13.5% | -11.5% | +25.0% | +10.1% |
| 3Y | +160.4% | +258.1% | -97.7% | +63.3% |
| All | +112.4% | +80.0% | +32.5% | +54.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling