+1,006.6%
MTZ vs RMBS
+1,259.8%
-253.2%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +8.3% | +0.3% | +7.0% |
| 7D | -2.4% | -3.9% | +1.5% | -1.6% |
| 30D | -11.1% | -24.9% | +13.8% | -6.2% |
| 3M | -30.6% | -20.5% | -10.1% | -27.7% |
| 6M | -54.4% | -37.5% | -16.8% | -50.6% |
| YTD | -13.0% | -12.1% | -0.9% | -13.8% |
| 1Y | -5.7% | -25.0% | +19.3% | -3.8% |
| 3Y | +297.2% | +36.1% | +261.1% | +251.6% |
| 5Y | +95.9% | +236.1% | -140.3% | +45.3% |
| 10Y | +492.6% | +541.3% | -48.7% | +291.7% |
| All | +1,006.6% | +1,259.8% | -253.2% | +278.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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