+737.1%
MTZ vs RSG
+425.0%
+312.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.6% | -2.9% | -3.2% |
| 7D | 0.0% | -1.8% | +1.8% | +0.9% |
| 30D | -14.8% | +2.8% | -17.6% | -16.3% |
| 3M | -30.8% | +4.3% | -35.1% | -33.4% |
| 6M | -22.6% | -0.5% | -22.1% | -23.9% |
| YTD | +6.8% | +5.2% | +1.6% | +1.0% |
| 1Y | +22.1% | -2.1% | +24.3% | +20.3% |
| 3Y | +153.1% | +56.5% | +96.6% | +74.5% |
| 5Y | +161.4% | +89.5% | +71.9% | +50.8% |
| All | +737.1% | +425.0% | +312.1% | +108.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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