+172.4%
MTZ vs RSG
+89.5%
+82.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.5% | +4.3% | +3.9% |
| 7D | +3.6% | -0.7% | +4.3% | +3.7% |
| 30D | -9.6% | +3.3% | -12.9% | -10.1% |
| 3M | -31.9% | +8.5% | -40.4% | -33.5% |
| 6M | -13.8% | -3.5% | -10.3% | -13.0% |
| YTD | +13.3% | +5.5% | +7.8% | +10.9% |
| 1Y | +39.3% | -1.7% | +41.0% | +39.5% |
| 3Y | +168.3% | +56.9% | +111.4% | +123.4% |
| All | +172.4% | +89.5% | +82.9% | +117.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling