+3,134.4%
MTZ vs MOS
+155.8%
+2,978.6%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.4% | +0.7% | +1.7% |
| 7D | -1.6% | +9.5% | -11.1% | -4.3% |
| 30D | -11.1% | +10.4% | -21.5% | -14.1% |
| 3M | -36.7% | +12.9% | -49.6% | -39.4% |
| 6M | -21.9% | +1.2% | -23.2% | -23.5% |
| YTD | +9.1% | +9.3% | -0.2% | +3.8% |
| 1Y | +30.0% | -18.0% | +47.9% | +34.1% |
| 3Y | +138.5% | -29.0% | +167.5% | +150.2% |
| 5Y | +158.3% | -9.6% | +167.9% | +136.0% |
| 10Y | +700.8% | +6.1% | +694.7% | +539.2% |
| All | +3,134.4% | +155.8% | +2,978.6% | +1,247.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling