-21.9%
MTZ vs ETSY
+41.3%
-63.3%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -6.7% | +8.8% | +1.5% |
| 7D | -1.6% | -8.5% | +6.9% | -2.3% |
| 30D | -11.1% | -10.9% | -0.2% | -11.6% |
| 3M | -36.7% | +14.1% | -50.8% | -35.3% |
| 6M | -21.9% | +37.5% | -59.4% | -20.9% |
| All | -21.9% | +41.3% | -63.3% | -20.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling