+993.2%
MTZ vs RSG
+2,259.5%
-1,266.2%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.3% | -4.7% | -4.5% |
| 7D | -8.7% | +2.0% | -10.7% | -9.5% |
| 30D | -15.0% | +14.2% | -29.1% | -19.6% |
| 3M | -32.6% | +15.8% | -48.3% | -36.8% |
| 6M | -56.3% | +24.6% | -80.9% | -60.7% |
| YTD | -16.8% | +18.2% | -35.1% | -23.8% |
| 1Y | -10.0% | +22.8% | -32.8% | -19.0% |
| 3Y | +267.1% | +62.4% | +204.7% | +192.0% |
| 5Y | +89.9% | +96.0% | -6.2% | +38.5% |
| 10Y | +442.2% | +448.5% | -6.3% | +169.5% |
| All | +993.2% | +2,259.5% | -1,266.2% | +180.6% |
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