+1,333.9%
MTZ vs RSG
+2,015.2%
-681.4%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.1% | +3.2% | +2.5% |
| 7D | -1.6% | +0.3% | -1.9% | -1.7% |
| 30D | -11.1% | +7.6% | -18.7% | -13.7% |
| 3M | -36.7% | +7.4% | -44.1% | -39.1% |
| 6M | -21.9% | -3.3% | -18.7% | -22.1% |
| YTD | +9.1% | +6.0% | +3.1% | +4.8% |
| 1Y | +30.0% | -3.7% | +33.6% | +29.3% |
| 3Y | +138.5% | +59.1% | +79.4% | +91.6% |
| 5Y | +158.3% | +89.0% | +69.3% | +91.6% |
| 10Y | +700.8% | +412.5% | +288.3% | +311.6% |
| All | +1,333.9% | +2,015.2% | -681.4% | +286.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling