-59.8%
MTZ vs NWSA
+3.0%
-62.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -0.3% | +9.9% | +9.3% |
| 7D | -6.4% | -9.4% | +2.9% | -9.4% |
| 30D | -22.1% | -7.8% | -14.3% | -23.0% |
| 3M | -32.7% | -10.8% | -21.9% | -34.9% |
| 6M | -59.8% | +1.1% | -60.9% | -55.3% |
| All | -59.8% | +3.0% | -62.8% | -55.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling