+1,787.5%
MTZ vs PSKY
-63.1%
+1,850.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.8% | +4.5% | -11.8% |
| 7D | -10.2% | -24.6% | +14.4% | -65.4% |
| 30D | -16.1% | -36.1% | +20.0% | -79.5% |
| 3M | +549.7% | -84.9% | +634.7% | +173.5% |
| 6M | +549.7% | -84.9% | +634.7% | +173.5% |
| YTD | +549.7% | -84.9% | +634.7% | +173.5% |
| 1Y | +549.7% | -84.9% | +634.7% | +173.5% |
| 3Y | +549.7% | -84.9% | +634.7% | +173.5% |
| 5Y | +549.7% | -84.9% | +634.7% | +173.5% |
| 10Y | +555.3% | -84.4% | +639.7% | +172.1% |
| All | +1,787.5% | -63.1% | +1,850.6% | +569.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling