+7,632.2%
MTZ vs STZ
+10,950.7%
-3,318.5%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.6% | -4.5% | -5.0% |
| 7D | -10.6% | +11.8% | -22.4% | -13.6% |
| 30D | -30.4% | +26.0% | -56.4% | -35.2% |
| 3M | -40.4% | +11.5% | -52.0% | -42.8% |
| 6M | -63.7% | -2.0% | -61.7% | -64.1% |
| YTD | -26.9% | +7.9% | -34.7% | -30.2% |
| 1Y | -20.2% | +13.9% | -34.1% | -25.1% |
| 3Y | +208.1% | -35.8% | +244.0% | +235.2% |
| 5Y | +69.4% | -28.4% | +97.8% | +77.8% |
| 10Y | +440.6% | +7.1% | +433.5% | +402.1% |
| All | +7,632.2% | +10,950.7% | -3,318.5% | +2,936.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling