+482.2%
MTZ vs NWSA
+99.5%
+382.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +0.7% | +7.9% | +8.2% |
| 7D | -2.4% | -10.5% | +8.1% | +2.4% |
| 30D | -11.1% | -8.8% | -2.3% | -7.9% |
| 3M | -30.6% | -6.5% | -24.1% | -29.5% |
| 6M | -54.4% | -1.3% | -53.0% | -55.8% |
| YTD | -13.0% | +2.5% | -15.5% | -18.8% |
| 1Y | -5.7% | +0.2% | -5.9% | -10.9% |
| 3Y | +297.2% | +27.6% | +269.6% | +223.5% |
| 5Y | +95.9% | +17.0% | +78.9% | +61.2% |
| 10Y | +492.6% | +148.3% | +344.3% | +186.2% |
| All | +482.2% | +99.5% | +382.7% | +219.1% |
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