+501.4%
MTZ vs MOS
+8.6%
+492.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +0.1% | +9.4% | +9.5% |
| 7D | -6.4% | +21.6% | -28.0% | -14.1% |
| 30D | -22.1% | +12.0% | -34.0% | -26.4% |
| 3M | -32.7% | -3.9% | -28.8% | -33.4% |
| 6M | -59.8% | -3.3% | -56.5% | -60.5% |
| YTD | -19.9% | -4.6% | -15.3% | -22.6% |
| 1Y | -11.5% | -7.0% | -4.5% | -14.2% |
| 3Y | +258.1% | -24.4% | +282.5% | +261.8% |
| 5Y | +85.5% | -32.1% | +117.6% | +74.6% |
| All | +501.4% | +8.6% | +492.7% | +268.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling