+30.0%
MTZ vs TRI
-38.3%
+68.2%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -5.4% | +7.6% | +0.3% |
| 7D | -1.6% | -0.5% | -1.1% | -1.6% |
| 30D | -11.1% | +7.9% | -19.0% | -8.4% |
| 3M | -36.7% | +24.1% | -60.8% | -30.4% |
| 6M | -21.9% | +3.8% | -25.8% | -15.0% |
| YTD | +9.1% | -16.9% | +26.0% | +10.8% |
| 1Y | +30.0% | -38.4% | +68.4% | +15.9% |
| All | +30.0% | -38.3% | +68.2% | +15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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