+739.9%
MTZ vs AEIS
+546.3%
+193.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.8% | +1.0% | +2.5% |
| 7D | +3.6% | +8.1% | -4.6% | -0.2% |
| 30D | -9.6% | -11.1% | +1.5% | -4.7% |
| 3M | -31.9% | -5.6% | -26.3% | -31.4% |
| 6M | -13.8% | -0.6% | -13.2% | -16.4% |
| YTD | +13.3% | +38.0% | -24.8% | -6.8% |
| 1Y | +39.3% | +87.2% | -48.0% | -1.7% |
| 3Y | +168.3% | +179.7% | -11.3% | +54.0% |
| 5Y | +166.4% | +241.7% | -75.3% | +37.6% |
| 10Y | +739.9% | +547.2% | +192.7% | +179.7% |
| All | +739.9% | +546.3% | +193.6% | +179.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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