+97.7%
MTZ vs STZ
-28.3%
+125.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.0% | +5.6% | +4.7% |
| 7D | +12.9% | -0.9% | +13.8% | +13.0% |
| 30D | -8.5% | +14.9% | -23.5% | -10.8% |
| 3M | -30.6% | +8.4% | -39.0% | -31.7% |
| 6M | -55.1% | +2.8% | -57.9% | -55.5% |
| YTD | -13.0% | +7.5% | -20.5% | -15.8% |
| 1Y | -4.3% | +12.5% | -16.8% | -8.6% |
| 3Y | +284.0% | -35.4% | +319.5% | +329.6% |
| 5Y | +97.7% | -29.3% | +127.0% | +99.2% |
| All | +97.7% | -28.3% | +125.9% | +99.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling