+171.0%
MTZ vs OSCR
+84.7%
+86.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.8% | +1.6% | -1.8% |
| 7D | +2.3% | +4.7% | -2.4% | +1.7% |
| 30D | -10.3% | +14.8% | -25.1% | -11.7% |
| 3M | -31.8% | +16.7% | -48.5% | -33.3% |
| 6M | -19.2% | +127.5% | -146.7% | -27.5% |
| YTD | +10.7% | +121.0% | -110.3% | -0.7% |
| 1Y | +37.5% | +58.4% | -20.9% | +27.0% |
| 3Y | +162.4% | +392.4% | -230.1% | +100.9% |
| All | +171.0% | +84.7% | +86.3% | +102.9% |
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