+9.0%
MSFT vs MTZ
-14.7%
+23.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -15.4% | +22.1% | +5.7% |
| 7D | +4.7% | -7.4% | +12.1% | +4.0% |
| 30D | +5.8% | -23.6% | +29.4% | +4.5% |
| 3M | +13.0% | -38.3% | +51.3% | +10.8% |
| 6M | +34.9% | -60.6% | +95.5% | +26.9% |
| YTD | +15.7% | -22.9% | +38.5% | +7.5% |
| 1Y | +9.0% | -14.3% | +23.2% | -0.8% |
| All | +9.0% | -14.7% | +23.6% | -0.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling