+739.9%
MTZ vs VSH
+170.2%
+569.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.0% | +4.8% | +4.3% |
| 7D | +3.6% | +6.2% | -2.7% | +0.3% |
| 30D | -9.6% | -11.1% | +1.5% | -4.2% |
| 3M | -31.9% | -44.9% | +13.0% | -10.2% |
| 6M | -13.8% | +90.0% | -103.8% | -44.4% |
| YTD | +13.3% | +118.8% | -105.5% | -33.4% |
| 1Y | +39.3% | +109.0% | -69.7% | -16.9% |
| 3Y | +168.3% | +35.6% | +132.7% | +91.9% |
| 5Y | +166.4% | +66.7% | +99.7% | +62.5% |
| 10Y | +739.9% | +167.9% | +572.0% | +218.7% |
| All | +739.9% | +170.2% | +569.7% | +218.7% |
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 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