+6,288.2%
MS vs MTZ
+17,689.3%
-11,401.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.1% | -1.9% | -0.2% |
| 7D | +1.4% | -1.6% | +3.0% | +1.7% |
| 30D | -0.3% | -11.1% | +10.8% | +2.3% |
| 3M | +0.3% | -36.7% | +37.0% | +10.2% |
| 6M | +31.3% | -21.9% | +53.3% | +36.4% |
| YTD | +24.7% | +9.1% | +15.5% | +19.0% |
| 1Y | +47.9% | +30.0% | +18.0% | +34.7% |
| 3Y | +178.3% | +138.5% | +39.9% | +112.2% |
| 5Y | +144.9% | +158.3% | -13.5% | +78.6% |
| 10Y | +804.5% | +700.8% | +103.8% | +386.7% |
| All | +6,288.2% | +17,689.3% | -11,401.0% | +2,132.4% |
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