+258.1%
MTZ vs MOS
-26.6%
+284.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +0.1% | +9.4% | +9.5% |
| 7D | -6.4% | +21.6% | -28.0% | -10.1% |
| 30D | -22.1% | +12.0% | -34.0% | -23.8% |
| 3M | -32.7% | -3.9% | -28.8% | -32.1% |
| 6M | -59.8% | -3.3% | -56.5% | -59.7% |
| YTD | -19.9% | -4.6% | -15.3% | -20.9% |
| 1Y | -11.5% | -7.0% | -4.5% | -12.4% |
| 3Y | +258.1% | -24.4% | +282.5% | +282.4% |
| All | +258.1% | -26.6% | +284.7% | +282.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling