+48.9%
MSFT vs MTZ
+160.8%
-111.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.8% | -0.3% |
| 7D | -1.0% | +2.3% | -3.3% | -1.3% |
| 30D | -2.7% | -10.3% | +7.6% | -1.8% |
| 3M | +22.1% | -31.8% | +53.9% | +25.0% |
| 6M | +20.6% | -19.2% | +39.8% | +19.6% |
| YTD | +2.3% | +10.7% | -8.4% | -3.5% |
| 1Y | -0.5% | +37.5% | -38.1% | -9.8% |
| All | +48.9% | +160.8% | -111.9% | +32.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling