+258.1%
MTZ vs ESI
+67.9%
+190.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +1.9% | +7.6% | +8.4% |
| 7D | -6.4% | -8.5% | +2.1% | -1.0% |
| 30D | -22.1% | -15.7% | -6.4% | -13.9% |
| 3M | -32.7% | -18.2% | -14.4% | -24.5% |
| 6M | -59.8% | -28.8% | -31.0% | -51.4% |
| YTD | -19.9% | +26.3% | -46.2% | -31.7% |
| 1Y | -11.5% | +18.2% | -29.7% | -21.5% |
| 3Y | +258.1% | +68.1% | +190.0% | +146.2% |
| All | +258.1% | +67.9% | +190.1% | +146.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling