+2,274.1%
MTZ vs VSH
+1,203.4%
+1,070.7%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +5.7% | +3.8% | +7.4% |
| 7D | -6.4% | -12.9% | +6.5% | -1.6% |
| 30D | -22.1% | -36.9% | +14.8% | -8.5% |
| 3M | -32.7% | -28.8% | -3.9% | -24.8% |
| 6M | -59.8% | -30.3% | -29.5% | -56.3% |
| YTD | -19.9% | +62.4% | -82.3% | -37.2% |
| 1Y | -11.5% | +62.5% | -74.0% | -30.7% |
| 3Y | +258.1% | +7.4% | +250.7% | +212.3% |
| 5Y | +85.5% | +25.4% | +60.1% | +52.3% |
| 10Y | +492.2% | +102.6% | +389.5% | +309.9% |
| All | +2,274.1% | +1,203.4% | +1,070.7% | +1,043.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling