-10.0%
MTZ vs STZ
+17.1%
-27.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | 0.0% | -4.3% | -4.3% |
| 7D | -8.7% | +5.3% | -14.1% | -7.5% |
| 30D | -15.0% | +19.6% | -34.6% | -12.1% |
| 3M | -32.6% | +10.0% | -42.5% | -30.9% |
| 6M | -56.3% | -0.3% | -56.1% | -55.2% |
| YTD | -16.8% | +8.6% | -25.4% | -16.6% |
| 1Y | -10.0% | +16.6% | -26.6% | -4.1% |
| All | -10.0% | +17.1% | -27.1% | -4.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling