+4,697.1%
MTZ vs AEIS
+2,566.8%
+2,130.3%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.4% | -0.3% | +1.5% |
| 7D | -1.6% | +3.0% | -4.5% | -2.4% |
| 30D | -11.1% | -14.6% | +3.6% | -7.2% |
| 3M | -36.7% | -12.4% | -24.3% | -34.9% |
| 6M | -21.9% | -15.0% | -7.0% | -19.4% |
| YTD | +9.1% | +34.3% | -25.2% | -0.6% |
| 1Y | +30.0% | +87.4% | -57.4% | +8.0% |
| 3Y | +138.5% | +139.8% | -1.3% | +85.4% |
| 5Y | +158.3% | +220.7% | -62.4% | +85.6% |
| 10Y | +700.8% | +531.6% | +169.2% | +363.2% |
| All | +4,697.1% | +2,566.8% | +2,130.3% | +1,581.5% |
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