+97.7%
MTZ vs ETSY
-64.9%
+162.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.1% | +2.5% | +4.3% |
| 7D | +12.9% | -8.2% | +21.1% | +14.1% |
| 30D | -8.5% | +14.8% | -23.4% | -10.7% |
| 3M | -30.6% | +11.2% | -41.8% | -32.2% |
| 6M | -55.1% | +47.6% | -102.7% | -58.1% |
| YTD | -13.0% | +59.4% | -72.3% | -20.7% |
| 1Y | -4.3% | +38.6% | -42.9% | -10.8% |
| 3Y | +284.0% | +39.7% | +244.3% | +242.9% |
| 5Y | +97.7% | -65.1% | +162.8% | +114.0% |
| All | +97.7% | -64.9% | +162.6% | +114.0% |
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