+1,019.0%
MTZ vs RSG
+2,310.7%
-1,291.7%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.5% | -3.6% | -2.7% |
| 7D | +16.5% | +1.4% | +15.0% | +15.8% |
| 30D | -10.2% | +15.0% | -25.2% | -15.4% |
| 3M | -34.2% | +18.5% | -52.6% | -38.8% |
| 6M | -56.0% | +25.8% | -81.7% | -60.5% |
| YTD | -14.8% | +20.8% | -35.7% | -22.7% |
| 1Y | -7.2% | +24.8% | -32.0% | -17.0% |
| 3Y | +275.8% | +65.9% | +209.9% | +196.4% |
| 5Y | +93.5% | +99.1% | -5.6% | +40.3% |
| 10Y | +432.7% | +452.4% | -19.7% | +163.9% |
| All | +1,019.0% | +2,310.7% | -1,291.7% | +184.8% |
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