+167.8%
MTZ vs OSCR
-9.0%
+176.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.6% | +3.0% | +3.5% |
| 7D | +1.4% | +1.6% | -0.3% | +1.2% |
| 30D | -14.5% | +10.7% | -25.2% | -15.5% |
| 3M | -32.9% | +13.4% | -46.3% | -34.2% |
| 6M | -20.8% | +144.6% | -165.4% | -29.5% |
| YTD | +10.6% | +128.0% | -117.4% | -1.0% |
| 1Y | +27.1% | +68.7% | -41.6% | +16.6% |
| 3Y | +166.1% | +398.8% | -232.6% | +104.7% |
| 5Y | +170.7% | +87.3% | +83.4% | +110.5% |
| All | +167.8% | -9.0% | +176.7% | +133.2% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 OSCR 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