+766.7%
MTZ vs NTRS
+259.9%
+506.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.1% | +2.5% | +2.9% |
| 7D | +1.4% | +1.4% | 0.0% | +0.4% |
| 30D | -14.5% | -0.7% | -13.8% | -14.2% |
| 3M | -32.9% | +11.3% | -44.3% | -37.5% |
| 6M | -20.8% | +35.5% | -56.4% | -35.2% |
| YTD | +10.6% | +40.6% | -30.0% | -12.2% |
| 1Y | +27.1% | +49.2% | -22.1% | -2.9% |
| 3Y | +166.1% | +167.2% | -1.1% | +36.5% |
| 5Y | +170.7% | +94.9% | +75.7% | +62.4% |
| All | +766.7% | +259.9% | +506.7% | +222.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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