+404.4%
MTZ vs VSH
+124.9%
+279.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.6% | +2.5% | +0.2% |
| 7D | +16.5% | +26.2% | -9.7% | +3.5% |
| 30D | -10.2% | -12.5% | +2.3% | -5.6% |
| 3M | -34.2% | -16.9% | -17.2% | -29.6% |
| 6M | -56.0% | -17.0% | -39.0% | -56.0% |
| YTD | -14.8% | +93.8% | -108.7% | -47.9% |
| 1Y | -7.2% | +99.3% | -106.6% | -44.3% |
| 3Y | +275.8% | +35.0% | +240.8% | +159.4% |
| 5Y | +93.5% | +45.8% | +47.7% | +23.9% |
| All | +404.4% | +124.9% | +279.5% | +124.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling