+753.2%
MTZ vs NWSA
+143.2%
+610.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -1.9% |
| 7D | +2.3% | -3.4% | +5.7% | +4.0% |
| 30D | -10.3% | +3.9% | -14.2% | -12.3% |
| 3M | -31.8% | +8.9% | -40.7% | -35.9% |
| 6M | -19.2% | +21.2% | -40.3% | -28.9% |
| YTD | +10.7% | +13.8% | -3.1% | -0.1% |
| 1Y | +37.5% | +1.4% | +36.1% | +31.7% |
| 3Y | +162.4% | +44.0% | +118.4% | +105.6% |
| 5Y | +166.3% | +40.5% | +125.8% | +102.5% |
| 10Y | +753.2% | +149.2% | +604.0% | +320.5% |
| All | +753.2% | +143.2% | +610.0% | +320.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling