-14.3%
MTZ vs ETSY
+60.7%
-75.0%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | +7.1% | -22.5% | -15.3% |
| 7D | -7.4% | +4.2% | -11.6% | -7.2% |
| 30D | -23.6% | +35.8% | -59.4% | -24.3% |
| 3M | -38.3% | +11.4% | -49.7% | -38.2% |
| 6M | -60.6% | +50.3% | -110.9% | -61.6% |
| YTD | -22.9% | +73.6% | -96.5% | -28.3% |
| 1Y | -14.3% | +65.2% | -79.4% | -19.7% |
| All | -14.3% | +60.7% | -75.0% | -19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ETSY.
Daily Out/Under-Performance
Portfolio return minus ETSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETSY 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 ETSY 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