+714.5%
MTZ vs STZ
-9.3%
+723.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.7% | +2.8% | +2.4% |
| 7D | -1.6% | -1.9% | +0.3% | -0.8% |
| 30D | -11.1% | -1.9% | -9.2% | -10.6% |
| 3M | -36.7% | -6.2% | -30.5% | -35.7% |
| 6M | -21.9% | -14.0% | -7.9% | -18.2% |
| YTD | +9.1% | -5.1% | +14.2% | +8.2% |
| 1Y | +30.0% | -9.6% | +39.5% | +31.0% |
| 3Y | +138.5% | -47.2% | +185.7% | +201.9% |
| 5Y | +158.3% | -33.6% | +191.9% | +184.8% |
| All | +714.5% | -9.3% | +723.9% | +703.1% |
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