-11.5%
MTZ vs ESI
+16.5%
-28.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +1.9% | +7.6% | +8.5% |
| 7D | -6.4% | -8.5% | +2.1% | -1.3% |
| 30D | -22.1% | -15.7% | -6.4% | -14.3% |
| 3M | -32.7% | -18.2% | -14.4% | -24.8% |
| 6M | -59.8% | -28.8% | -31.0% | -52.0% |
| YTD | -19.9% | +26.3% | -46.2% | -27.8% |
| 1Y | -11.5% | +18.2% | -29.7% | -17.1% |
| All | -11.5% | +16.5% | -28.0% | -17.1% |
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 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