+148.1%
MTZ vs MOS
-29.5%
+177.5%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.4% | +0.7% | +1.8% |
| 7D | -1.6% | +9.5% | -11.1% | -3.8% |
| 30D | -11.1% | +10.4% | -21.5% | -13.4% |
| 3M | -36.7% | +12.9% | -49.6% | -38.9% |
| 6M | -21.9% | +1.2% | -23.2% | -23.4% |
| YTD | +9.1% | +9.3% | -0.2% | +4.0% |
| 1Y | +30.0% | -18.0% | +47.9% | +34.8% |
| All | +148.1% | -29.5% | +177.5% | +162.8% |
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