+157.9%
MTZ vs NWSA
+40.7%
+117.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.8% | +3.9% | +2.8% |
| 7D | -1.6% | -1.9% | +0.3% | -0.9% |
| 30D | -11.1% | +4.6% | -15.7% | -12.8% |
| 3M | -36.7% | +13.2% | -49.9% | -40.4% |
| 6M | -21.9% | +27.0% | -48.9% | -30.8% |
| YTD | +9.1% | +16.8% | -7.7% | 0.0% |
| 1Y | +30.0% | +4.5% | +25.5% | +25.5% |
| 3Y | +138.5% | +46.2% | +92.2% | +95.3% |
| All | +157.9% | +40.7% | +117.2% | +101.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling