+103.6%
MTZ vs OSCR
-13.8%
+117.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -24.7% |
| 1Y | -3.8% | +122.6% | -126.4% | -14.6% |
| 3Y | +272.3% | +356.6% | -84.4% | +188.3% |
| 5Y | +91.1% | +154.9% | -63.9% | +45.3% |
| All | +103.6% | -13.8% | +117.3% | +77.4% |
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