+501.4%
MTZ vs ESI
+312.6%
+188.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +1.9% | +7.6% | +8.4% |
| 7D | -6.4% | -8.5% | +2.1% | -0.9% |
| 30D | -22.1% | -15.7% | -6.4% | -13.6% |
| 3M | -32.7% | -18.2% | -14.4% | -24.3% |
| 6M | -59.8% | -28.8% | -31.0% | -51.1% |
| YTD | -19.9% | +26.3% | -46.2% | -32.4% |
| 1Y | -11.5% | +18.2% | -29.7% | -22.4% |
| 3Y | +258.1% | +68.1% | +190.0% | +146.9% |
| 5Y | +85.5% | +28.8% | +56.8% | +45.8% |
| All | +501.4% | +312.6% | +188.8% | +115.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling