+404.8%
MTZ vs FOXA
+86.3%
+318.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.1% | -0.1% | -1.4% |
| 7D | +2.3% | -5.4% | +7.7% | +4.6% |
| 30D | -10.3% | +1.1% | -11.4% | -11.0% |
| 3M | -31.8% | -6.1% | -25.7% | -31.4% |
| 6M | -19.2% | +8.2% | -27.4% | -24.5% |
| YTD | +10.7% | -11.8% | +22.5% | +13.5% |
| 1Y | +37.5% | +9.9% | +27.6% | +25.5% |
| 3Y | +162.4% | +110.7% | +51.6% | +67.1% |
| 5Y | +166.3% | +86.9% | +79.4% | +74.4% |
| All | +404.8% | +86.3% | +318.5% | +185.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 10y: compounded portfolio wealth divided by compounded FOXA 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…
10y analysis · Full analysis span regression · 6 months rolling