+133,470.8%
MSFT vs MTZ
+3,062.5%
+130,408.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.1% | -4.2% | -2.3% |
| 7D | -2.7% | -1.6% | -1.1% | -2.5% |
| 30D | +2.7% | -11.1% | +13.8% | +3.9% |
| 3M | +17.0% | -36.7% | +53.7% | +22.2% |
| 6M | +23.8% | -21.9% | +45.8% | +25.7% |
| YTD | +4.0% | +9.1% | -5.1% | +1.2% |
| 1Y | -0.8% | +30.0% | -30.8% | -5.7% |
| 3Y | +55.6% | +138.5% | -82.9% | +35.0% |
| 5Y | +72.9% | +158.3% | -85.4% | +46.9% |
| 10Y | +875.8% | +700.8% | +175.0% | +602.7% |
| All | +133,470.8% | +3,062.5% | +130,408.2% | +68,058.9% |
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