+37.5%
MTZ vs TNA
+53.7%
-16.2%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.1% | +1.9% | -0.3% |
| 7D | +2.3% | -3.6% | +5.9% | +4.0% |
| 30D | -10.3% | -10.1% | -0.2% | -5.8% |
| 3M | -31.8% | +2.7% | -34.5% | -32.2% |
| 6M | -19.2% | +38.4% | -57.6% | -29.6% |
| YTD | +10.7% | +45.4% | -34.7% | -7.1% |
| 1Y | +37.5% | +55.9% | -18.4% | +14.6% |
| All | +37.5% | +53.7% | -16.2% | +14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 1y: compounded portfolio wealth divided by compounded TNA 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…
1y analysis · Full analysis span regression · 6 months rolling