-14.3%
MTZ vs VSH
+62.1%
-76.3%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | -5.1% | -10.3% | -13.6% |
| 7D | -7.4% | -13.6% | +6.2% | -2.8% |
| 30D | -23.6% | -30.4% | +6.7% | -13.8% |
| 3M | -38.3% | -33.3% | -5.0% | -30.1% |
| 6M | -60.6% | -15.1% | -45.5% | -59.5% |
| YTD | -22.9% | +80.2% | -103.1% | -41.6% |
| 1Y | -14.3% | +63.4% | -77.6% | -32.7% |
| All | -14.3% | +62.1% | -76.3% | -32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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