+30.0%
MTZ vs MOS
-17.5%
+47.4%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.4% | +0.7% | +1.9% |
| 7D | -1.6% | +9.5% | -11.1% | -3.1% |
| 30D | -11.1% | +10.4% | -21.5% | -12.6% |
| 3M | -36.7% | +12.9% | -49.6% | -38.3% |
| 6M | -21.9% | +1.2% | -23.2% | -23.4% |
| YTD | +9.1% | +9.3% | -0.2% | +4.4% |
| 1Y | +30.0% | -18.0% | +47.9% | +43.4% |
| All | +30.0% | -17.5% | +47.4% | +43.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 1y: compounded portfolio wealth divided by compounded MOS 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…
1y analysis · Full analysis span regression · 6 months rolling