+501.4%
MTZ vs STZ
+3.4%
+498.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -1.8% | +11.3% | +10.2% |
| 7D | -6.4% | +4.9% | -11.3% | -8.6% |
| 30D | -22.1% | +20.9% | -42.9% | -28.2% |
| 3M | -32.7% | +8.0% | -40.7% | -35.5% |
| 6M | -59.8% | -5.3% | -54.5% | -59.8% |
| YTD | -19.9% | +5.9% | -25.8% | -24.8% |
| 1Y | -11.5% | +14.2% | -25.7% | -19.9% |
| 3Y | +258.1% | -37.0% | +295.0% | +313.9% |
| 5Y | +85.5% | -29.7% | +115.2% | +99.4% |
| All | +501.4% | +3.4% | +498.0% | +463.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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