+69.4%
MTZ vs SUI
-25.7%
+95.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.7% | -5.9% | -5.3% |
| 7D | -10.6% | +8.8% | -19.4% | -12.4% |
| 30D | -30.4% | +8.9% | -39.3% | -32.0% |
| 3M | -40.4% | +2.0% | -42.4% | -40.9% |
| 6M | -63.7% | -0.6% | -63.0% | -63.9% |
| YTD | -26.9% | +1.3% | -28.2% | -28.1% |
| 1Y | -20.2% | +1.3% | -21.4% | -21.5% |
| 3Y | +208.1% | +16.3% | +191.9% | +177.7% |
| 5Y | +69.4% | -25.1% | +94.4% | +83.3% |
| All | +69.4% | -25.7% | +95.1% | +83.3% |
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