+404.4%
MTZ vs MTSI
+498.4%
-94.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.5% | -1.6% |
| 7D | +16.5% | +29.1% | -12.7% | +7.0% |
| 30D | -10.2% | -20.4% | +10.2% | -4.3% |
| 3M | -34.2% | -20.9% | -13.2% | -30.2% |
| 6M | -56.0% | -32.3% | -23.7% | -51.3% |
| YTD | -14.8% | +43.5% | -58.3% | -27.0% |
| 1Y | -7.2% | +43.8% | -51.0% | -20.5% |
| 3Y | +275.8% | +218.8% | +57.0% | +151.7% |
| 5Y | +93.5% | +228.3% | -134.8% | +25.7% |
| All | +404.4% | +498.4% | -94.0% | +137.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 10y: compounded portfolio wealth divided by compounded MTSI 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…
10y analysis · Full analysis span regression · 6 months rolling