+157.9%
MTZ vs SUI
-32.0%
+189.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.3% | +2.5% | +2.2% |
| 7D | -1.6% | -2.8% | +1.3% | -0.9% |
| 30D | -11.1% | -1.2% | -9.9% | -10.9% |
| 3M | -36.7% | -1.7% | -35.0% | -36.9% |
| 6M | -21.9% | -10.5% | -11.5% | -19.9% |
| YTD | +9.1% | -1.8% | +11.0% | +8.4% |
| 1Y | +30.0% | -4.1% | +34.0% | +29.8% |
| 3Y | +138.5% | +11.3% | +127.2% | +118.4% |
| All | +157.9% | -32.0% | +189.9% | +187.4% |
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