+69.4%
MTZ vs MOS
-31.6%
+100.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +3.3% | -8.5% | -5.8% |
| 7D | -10.6% | +22.5% | -33.1% | -14.8% |
| 30D | -30.4% | +6.6% | -37.0% | -31.6% |
| 3M | -40.4% | -3.8% | -36.6% | -40.4% |
| 6M | -63.7% | -2.2% | -61.5% | -63.9% |
| YTD | -26.9% | -4.8% | -22.1% | -27.9% |
| 1Y | -20.2% | -11.7% | -8.5% | -20.1% |
| 3Y | +208.1% | -26.5% | +234.7% | +214.9% |
| 5Y | +69.4% | -32.2% | +101.6% | +69.5% |
| All | +69.4% | -31.6% | +100.9% | +69.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling