+423.4%
MTZ vs QS
-47.0%
+470.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -6.6% | +4.4% | -1.6% |
| 7D | +2.3% | -4.2% | +6.5% | +2.7% |
| 30D | -10.3% | -15.7% | +5.4% | -8.8% |
| 3M | -31.8% | -28.7% | -3.1% | -29.7% |
| 6M | -19.2% | -23.2% | +4.1% | -17.4% |
| YTD | +10.7% | -49.9% | +60.6% | +17.1% |
| 1Y | +37.5% | -38.8% | +76.3% | +41.5% |
| 3Y | +162.4% | -24.0% | +186.4% | +150.9% |
| 5Y | +166.3% | -75.6% | +241.9% | +161.6% |
| All | +423.4% | -47.0% | +470.5% | +457.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 10y: compounded portfolio wealth divided by compounded QS 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…
10y analysis · Full analysis span regression · 6 months rolling