+5,256.1%
MS vs MTZ
+12,957.5%
-7,701.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +9.5% | -10.1% | -2.8% |
| 7D | -1.6% | -6.4% | +4.9% | -0.6% |
| 30D | -3.8% | -22.1% | +18.3% | +1.3% |
| 3M | -14.6% | -32.7% | +18.1% | -7.3% |
| 6M | -5.1% | -59.8% | +54.7% | +14.9% |
| YTD | +4.5% | -19.9% | +24.4% | +6.3% |
| 1Y | +13.5% | -11.5% | +25.0% | +12.6% |
| 3Y | +160.4% | +258.1% | -97.7% | +79.6% |
| 5Y | +112.9% | +85.5% | +27.3% | +66.4% |
| 10Y | +633.4% | +492.2% | +141.2% | +320.4% |
| All | +5,256.1% | +12,957.5% | -7,701.4% | +1,894.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling