+3,421.1%
MTZ vs AEIS
+1,770.4%
+1,650.8%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +6.1% | +3.4% | +7.9% |
| 7D | -6.4% | -11.3% | +4.9% | -3.1% |
| 30D | -22.1% | -32.6% | +10.5% | -13.3% |
| 3M | -32.7% | -39.2% | +6.5% | -23.2% |
| 6M | -59.8% | -45.4% | -14.5% | -53.2% |
| YTD | -19.9% | -5.8% | -14.1% | -19.9% |
| 1Y | -11.5% | -10.0% | -1.5% | -10.3% |
| 3Y | +258.1% | +121.2% | +136.9% | +184.7% |
| 5Y | +85.5% | +110.6% | -25.1% | +48.9% |
| 10Y | +492.2% | +326.6% | +165.6% | +279.8% |
| All | +3,421.1% | +1,770.4% | +1,650.8% | +1,255.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling