+398.0%
MTZ vs ESI
+318.1%
+80.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.5% | -0.8% |
| 7D | +5.0% | +5.5% | -0.5% | +1.8% |
| 30D | -6.0% | -7.8% | +1.7% | -1.2% |
| 3M | -36.1% | -15.0% | -21.1% | -29.7% |
| 6M | -56.9% | -24.9% | -32.0% | -49.1% |
| YTD | -15.9% | +33.2% | -49.1% | -31.1% |
| 1Y | -3.8% | +24.9% | -28.8% | -18.3% |
| 3Y | +272.3% | +77.8% | +194.5% | +148.9% |
| 5Y | +91.1% | +37.1% | +53.9% | +45.5% |
| All | +398.0% | +318.1% | +80.0% | +77.1% |
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