+614.6%
MTZ vs ESI
+224.6%
+390.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.9% | -0.8% | +0.7% |
| 7D | -1.6% | +3.3% | -4.9% | -3.2% |
| 30D | -11.1% | -5.9% | -5.2% | -8.4% |
| 3M | -36.7% | -14.1% | -22.6% | -31.9% |
| 6M | -21.9% | +6.6% | -28.5% | -25.0% |
| YTD | +9.1% | +45.0% | -35.9% | -10.2% |
| 1Y | +30.0% | +41.5% | -11.5% | +8.0% |
| 3Y | +138.5% | +78.8% | +59.7% | +75.5% |
| 5Y | +158.3% | +70.9% | +87.5% | +90.2% |
| 10Y | +700.8% | +317.1% | +383.7% | +289.9% |
| All | +614.6% | +224.6% | +390.0% | +342.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling