+137.7%
MTZ vs VSXY
+37.7%
+100.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.5% | +1.3% | -1.7% |
| 7D | +2.3% | -10.7% | +13.0% | +4.0% |
| 30D | -10.3% | -24.3% | +14.0% | -6.5% |
| 3M | -31.8% | +1.0% | -32.8% | -32.5% |
| 6M | -19.2% | +57.4% | -76.5% | -27.4% |
| YTD | +10.7% | +39.8% | -29.1% | +0.7% |
| 1Y | +37.5% | +196.5% | -158.9% | +7.7% |
| 3Y | +162.4% | +357.2% | -194.9% | +76.3% |
| 5Y | +166.3% | +18.9% | +147.4% | +111.5% |
| All | +137.7% | +37.7% | +100.0% | +83.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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