+164.2%
MTZ vs OSCR
-10.4%
+174.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | -1.6% | +5.8% | -7.4% | -2.2% |
| 30D | -11.1% | +7.1% | -18.2% | -11.9% |
| 3M | -36.7% | +36.7% | -73.4% | -39.2% |
| 6M | -21.9% | +114.3% | -136.2% | -29.4% |
| YTD | +9.1% | +124.4% | -115.3% | -2.2% |
| 1Y | +30.0% | +75.5% | -45.5% | +18.6% |
| 3Y | +138.5% | +390.1% | -251.7% | +83.7% |
| 5Y | +158.3% | +77.1% | +81.2% | +102.0% |
| All | +164.2% | -10.4% | +174.6% | +130.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling