+737.1%
MTZ vs MKSI
+511.3%
+225.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.3% | -1.2% | -2.5% |
| 7D | 0.0% | +4.9% | -4.9% | -2.1% |
| 30D | -14.8% | -11.0% | -3.9% | -10.4% |
| 3M | -30.8% | -17.1% | -13.7% | -25.5% |
| 6M | -22.6% | +16.4% | -39.1% | -28.2% |
| YTD | +6.8% | +64.3% | -57.5% | -14.6% |
| 1Y | +22.1% | +137.7% | -115.6% | -17.2% |
| 3Y | +153.1% | +189.1% | -36.0% | +50.2% |
| 5Y | +161.4% | +83.1% | +78.3% | +76.1% |
| All | +737.1% | +511.3% | +225.7% | +186.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 MKSI 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