+74.8%
MTZ vs SUI
-26.3%
+101.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -1.5% | +11.0% | +9.8% |
| 7D | -6.4% | +6.2% | -12.6% | -7.9% |
| 30D | -22.1% | +8.6% | -30.6% | -23.9% |
| 3M | -32.7% | +1.0% | -33.7% | -33.1% |
| 6M | -59.8% | -2.6% | -57.2% | -59.9% |
| YTD | -19.9% | -0.1% | -19.8% | -21.1% |
| 1Y | -11.5% | +0.5% | -11.9% | -13.0% |
| 3Y | +258.1% | +15.3% | +242.8% | +222.7% |
| All | +74.8% | -26.3% | +101.1% | +89.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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