+157.9%
MTZ vs PSKY
-70.3%
+228.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.6% | +3.7% | +2.3% |
| 7D | -1.6% | -0.2% | -1.4% | -1.6% |
| 30D | -11.1% | +24.0% | -35.1% | -13.5% |
| 3M | -36.7% | +2.2% | -38.9% | -37.0% |
| 6M | -21.9% | -9.0% | -13.0% | -21.5% |
| YTD | +9.1% | -18.1% | +27.3% | +10.9% |
| 1Y | +30.0% | -25.1% | +55.1% | +32.6% |
| 3Y | +138.5% | -16.3% | +154.8% | +129.0% |
| All | +157.9% | -70.3% | +228.2% | +219.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 PSKY 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