+872.1%
MSFT vs MTZ
+743.7%
+128.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.5% | +3.7% | +0.8% |
| 7D | -3.5% | 0.0% | -3.4% | -3.5% |
| 30D | -2.1% | -14.8% | +12.8% | +0.5% |
| 3M | +24.2% | -30.8% | +55.0% | +30.2% |
| 6M | +21.9% | -22.6% | +44.5% | +24.0% |
| YTD | +2.5% | +6.8% | -4.4% | -2.7% |
| 1Y | -0.8% | +22.1% | -22.9% | -8.7% |
| 3Y | +50.8% | +153.1% | -102.3% | +15.8% |
| 5Y | +73.5% | +161.4% | -87.9% | +28.5% |
| All | +872.1% | +743.7% | +128.3% | +459.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling