+87.2%
MTZ vs MAS
+48.4%
+38.8%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | +5.6% | -21.0% | -17.8% |
| 7D | -7.4% | +14.2% | -21.6% | -13.2% |
| 30D | -23.6% | +26.8% | -50.4% | -32.0% |
| 3M | -38.3% | +13.1% | -51.4% | -42.2% |
| 6M | -60.6% | +27.9% | -88.5% | -65.5% |
| YTD | -22.9% | +38.7% | -61.6% | -36.4% |
| 1Y | -14.3% | +40.4% | -54.6% | -29.8% |
| 3Y | +225.0% | +66.1% | +158.8% | +137.0% |
| 5Y | +87.2% | +47.4% | +39.8% | +39.5% |
| All | +87.2% | +48.4% | +38.8% | +39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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