+404.4%
MTZ vs MOS
-4.2%
+408.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.6% | +2.4% | -0.6% |
| 7D | +16.5% | -2.6% | +19.0% | +17.5% |
| 30D | -10.2% | +13.5% | -23.6% | -15.6% |
| 3M | -34.2% | -2.9% | -31.3% | -35.1% |
| 6M | -56.0% | -1.0% | -55.0% | -57.1% |
| YTD | -14.8% | -7.2% | -7.6% | -17.0% |
| 1Y | -7.2% | -11.4% | +4.2% | -8.5% |
| 3Y | +275.8% | -29.0% | +304.8% | +288.8% |
| 5Y | +93.5% | -34.0% | +127.5% | +84.0% |
| All | +404.4% | -4.2% | +408.5% | +228.6% |
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