+1,120.1%
MTZ vs ETSY
+146.8%
+973.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -6.7% | +8.8% | +3.1% |
| 7D | -1.6% | -8.5% | +6.9% | -0.4% |
| 30D | -11.1% | -10.9% | -0.2% | -9.8% |
| 3M | -36.7% | +14.1% | -50.8% | -38.2% |
| 6M | -21.9% | +37.5% | -59.4% | -26.3% |
| YTD | +9.1% | +38.0% | -28.9% | +2.7% |
| 1Y | +30.0% | +46.5% | -16.6% | +20.0% |
| 3Y | +138.5% | +2.5% | +135.9% | +126.8% |
| 5Y | +158.3% | -65.3% | +223.6% | +171.8% |
| 10Y | +700.8% | +451.6% | +249.2% | +394.4% |
| All | +1,120.1% | +146.8% | +973.3% | +623.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling