+30.0%
MTZ vs VSH
+118.1%
-88.2%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.4% | -2.3% | +0.5% |
| 7D | -1.6% | +4.1% | -5.6% | -3.1% |
| 30D | -11.1% | -4.2% | -6.9% | -9.7% |
| 3M | -36.7% | -50.0% | +13.3% | -23.5% |
| 6M | -21.9% | +80.2% | -102.1% | -40.6% |
| YTD | +9.1% | +121.1% | -112.0% | -25.0% |
| 1Y | +30.0% | +112.0% | -82.0% | -7.8% |
| All | +30.0% | +118.1% | -88.2% | -7.8% |
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