+166.4%
MTZ vs ETSY
-66.4%
+232.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -4.8% | +8.6% | +4.5% |
| 7D | +3.6% | -10.9% | +14.5% | +5.1% |
| 30D | -9.6% | -14.9% | +5.2% | -7.8% |
| 3M | -31.9% | +5.8% | -37.7% | -32.9% |
| 6M | -13.8% | +29.1% | -42.9% | -18.1% |
| YTD | +13.3% | +31.3% | -18.1% | +6.9% |
| 1Y | +39.3% | +25.1% | +14.2% | +31.0% |
| 3Y | +168.3% | +8.5% | +159.9% | +150.7% |
| 5Y | +166.4% | -66.1% | +232.5% | +177.3% |
| All | +166.4% | -66.4% | +232.8% | +177.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling