+62.4%
MSFT vs MTZ
+89.4%
-27.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.4% | +0.3% |
| 7D | -1.3% | +5.0% | -6.3% | -2.0% |
| 30D | -1.8% | -6.0% | +4.2% | -1.6% |
| 3M | +5.6% | -36.1% | +41.7% | +11.9% |
| 6M | +29.8% | -56.9% | +86.7% | +44.3% |
| YTD | +9.0% | -15.9% | +24.9% | +5.4% |
| 1Y | +4.9% | -3.8% | +8.8% | -1.6% |
| 3Y | +46.2% | +272.3% | -226.0% | +0.3% |
| All | +62.4% | +89.4% | -27.0% | +21.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling