+492.6%
MTZ vs VSH
+128.2%
+364.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +13.4% | -4.9% | +1.8% |
| 7D | -2.4% | +3.5% | -5.9% | -4.3% |
| 30D | -11.1% | -22.4% | +11.3% | -0.6% |
| 3M | -30.6% | -25.2% | -5.4% | -21.7% |
| 6M | -54.4% | -22.5% | -31.8% | -52.7% |
| YTD | -13.0% | +84.2% | -97.2% | -45.4% |
| 1Y | -5.7% | +87.1% | -92.7% | -41.5% |
| 3Y | +297.2% | +31.7% | +265.5% | +177.0% |
| 5Y | +95.9% | +42.6% | +53.3% | +26.5% |
| 10Y | +492.6% | +116.6% | +376.0% | +160.0% |
| All | +492.6% | +128.2% | +364.4% | +160.0% |
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