+148.3%
MTZ vs AS
+134.9%
+13.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +0.5% | +9.1% | +9.4% |
| 7D | -6.4% | +6.9% | -13.4% | -8.6% |
| 30D | -22.1% | +16.0% | -38.1% | -25.9% |
| 3M | -32.7% | -12.8% | -19.8% | -30.2% |
| 6M | -59.8% | -15.4% | -44.4% | -58.2% |
| YTD | -19.9% | -15.7% | -4.2% | -17.4% |
| 1Y | -11.5% | +6.1% | -17.5% | -15.7% |
| All | +148.3% | +134.9% | +13.5% | +83.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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