-20.2%
MTZ vs AS
0.0%
-20.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -2.3% | -2.9% | -4.7% |
| 7D | -10.6% | +7.1% | -17.7% | -12.2% |
| 30D | -30.4% | +12.8% | -43.2% | -32.5% |
| 3M | -40.4% | -14.7% | -25.7% | -38.6% |
| 6M | -63.7% | -9.9% | -53.7% | -63.3% |
| YTD | -26.9% | -16.1% | -10.7% | -26.5% |
| 1Y | -20.2% | +0.2% | -20.3% | -24.6% |
| All | -20.2% | 0.0% | -20.2% | -24.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling