-14.3%
MTZ vs ESI
+27.8%
-42.1%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | -4.6% | -10.7% | -12.8% |
| 7D | -7.4% | -6.6% | -0.8% | -3.7% |
| 30D | -23.6% | -10.9% | -12.7% | -18.6% |
| 3M | -38.3% | -13.8% | -24.5% | -33.1% |
| 6M | -60.6% | -21.5% | -39.1% | -55.2% |
| YTD | -22.9% | +34.7% | -57.6% | -33.0% |
| 1Y | -14.3% | +24.9% | -39.2% | -22.3% |
| All | -14.3% | +27.8% | -42.1% | -22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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