+302.6%
MTZ vs QS
-60.6%
+363.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -7.8% | +5.7% | -1.4% |
| 7D | +16.5% | -5.6% | +22.1% | +17.1% |
| 30D | -10.2% | -5.8% | -4.4% | -9.9% |
| 3M | -34.2% | -39.2% | +5.0% | -31.0% |
| 6M | -56.0% | -53.9% | -2.0% | -52.8% |
| YTD | -14.8% | -62.8% | +47.9% | -7.5% |
| 1Y | -7.2% | -73.5% | +66.3% | +3.8% |
| 3Y | +275.8% | -29.1% | +304.8% | +263.0% |
| 5Y | +93.5% | -90.0% | +183.5% | +98.0% |
| All | +302.6% | -60.6% | +363.2% | +340.3% |
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