+2,185.6%
MTZ vs MOS
+115.8%
+2,069.8%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | +17.4% | -32.8% | -20.5% |
| 7D | -7.4% | +17.9% | -25.3% | -13.2% |
| 30D | -23.6% | +1.6% | -25.2% | -25.2% |
| 3M | -38.3% | -4.0% | -34.3% | -39.0% |
| 6M | -60.6% | -4.1% | -56.5% | -61.1% |
| YTD | -22.9% | -7.8% | -15.1% | -24.2% |
| 1Y | -14.3% | -15.6% | +1.3% | -13.9% |
| 3Y | +225.0% | -28.9% | +253.8% | +235.2% |
| 5Y | +87.2% | -36.8% | +124.0% | +88.2% |
| 10Y | +470.1% | +6.7% | +463.4% | +349.0% |
| All | +2,185.6% | +115.8% | +2,069.8% | +884.5% |
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 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