+3,134.4%
MTZ vs MAS
+1,430.5%
+1,703.9%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.8% | +0.3% | +1.3% |
| 7D | -1.6% | -0.8% | -0.8% | -1.3% |
| 30D | -11.1% | -5.6% | -5.5% | -8.9% |
| 3M | -36.7% | +4.4% | -41.2% | -38.4% |
| 6M | -21.9% | +7.2% | -29.1% | -25.3% |
| YTD | +9.1% | +16.1% | -7.0% | -0.2% |
| 1Y | +30.0% | +0.1% | +29.9% | +26.5% |
| 3Y | +138.5% | +28.3% | +110.1% | +105.6% |
| 5Y | +158.3% | +30.5% | +127.9% | +116.4% |
| 10Y | +700.8% | +139.1% | +561.6% | +416.2% |
| All | +3,134.4% | +1,430.5% | +1,703.9% | +907.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling