+436.2%
MTZ vs NWSA
+98.2%
+338.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -0.3% | +9.9% | +9.7% |
| 7D | -6.4% | -9.4% | +2.9% | -2.4% |
| 30D | -22.1% | -7.8% | -14.3% | -19.7% |
| 3M | -32.7% | -10.8% | -21.9% | -30.1% |
| 6M | -59.8% | +1.1% | -60.9% | -61.7% |
| YTD | -19.9% | +1.8% | -21.7% | -25.0% |
| 1Y | -11.5% | +6.0% | -17.5% | -19.3% |
| 3Y | +258.1% | +24.6% | +233.5% | +195.5% |
| 5Y | +85.5% | +13.1% | +72.4% | +55.6% |
| 10Y | +492.2% | +148.5% | +343.7% | +185.3% |
| All | +436.2% | +98.2% | +338.0% | +194.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling