-6.0%
MTZ vs BROS
-34.1%
+28.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +6.6% | +2.0% | +7.7% |
| 7D | -2.4% | -17.9% | +15.5% | -0.2% |
| 30D | -11.1% | -5.4% | -5.7% | -10.6% |
| 3M | -30.6% | -32.1% | +1.5% | -27.6% |
| 6M | -54.4% | -31.7% | -22.7% | -53.5% |
| YTD | -13.0% | -41.2% | +28.2% | -11.3% |
| All | -6.0% | -34.1% | +28.1% | -4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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