+404.4%
MTZ vs RSG
+452.6%
-48.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.5% | -3.6% | -2.9% |
| 7D | +16.5% | +1.4% | +15.0% | +15.6% |
| 30D | -10.2% | +15.0% | -25.2% | -16.9% |
| 3M | -34.2% | +18.5% | -52.6% | -40.2% |
| 6M | -56.0% | +25.8% | -81.7% | -62.1% |
| YTD | -14.8% | +20.8% | -35.7% | -25.5% |
| 1Y | -7.2% | +24.8% | -32.0% | -20.8% |
| 3Y | +275.8% | +65.9% | +209.9% | +155.6% |
| 5Y | +93.5% | +99.1% | -5.6% | +12.4% |
| All | +404.4% | +452.6% | -48.2% | +47.1% |
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