+157.9%
MTZ vs STZ
-33.3%
+191.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.7% | +2.8% | +2.3% |
| 7D | -1.6% | -1.9% | +0.3% | -1.2% |
| 30D | -11.1% | -1.9% | -9.2% | -10.8% |
| 3M | -36.7% | -6.2% | -30.5% | -36.2% |
| 6M | -21.9% | -14.0% | -7.9% | -19.8% |
| YTD | +9.1% | -5.1% | +14.2% | +8.1% |
| 1Y | +30.0% | -9.6% | +39.5% | +30.4% |
| 3Y | +138.5% | -47.2% | +185.7% | +187.1% |
| All | +157.9% | -33.3% | +191.2% | +154.3% |
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