-14.3%
MTZ vs NWSA
+18.2%
-32.5%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | +3.7% | -19.1% | -13.1% |
| 7D | -7.4% | +4.3% | -11.7% | -4.6% |
| 30D | -23.6% | +5.6% | -29.2% | -20.6% |
| 3M | -38.3% | +7.3% | -45.6% | -35.1% |
| 6M | -60.6% | +18.8% | -79.4% | -56.5% |
| YTD | -22.9% | +17.9% | -40.8% | -14.6% |
| 1Y | -14.3% | +19.3% | -33.6% | -5.4% |
| All | -14.3% | +18.2% | -32.5% | -5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 1y: compounded portfolio wealth divided by compounded NWSA 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…
1y analysis · Full analysis span regression · 6 months rolling