+95.0%
MTZ vs OSCR
+154.5%
-59.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.8% | +1.5% | -1.0% |
| 7D | +5.0% | +1.3% | +3.7% | +4.8% |
| 30D | -6.0% | -9.5% | +3.5% | -5.4% |
| 3M | -36.1% | +0.9% | -37.0% | -36.6% |
| 6M | -56.9% | +31.5% | -88.3% | -58.8% |
| YTD | -15.9% | +116.1% | -132.0% | -25.0% |
| 1Y | -3.8% | +122.6% | -126.4% | -15.0% |
| 3Y | +272.3% | +356.6% | -84.4% | +183.9% |
| All | +95.0% | +154.5% | -59.5% | +44.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling