+80.5%
MTZ vs VSXY
+93.0%
-12.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.5% | -2.7% | -1.5% |
| 7D | +5.0% | -1.7% | +6.7% | +5.3% |
| 30D | -6.0% | +20.1% | -26.1% | -9.0% |
| 3M | -36.1% | +16.6% | -52.7% | -38.2% |
| 6M | -56.9% | +134.9% | -191.8% | -63.8% |
| YTD | -15.9% | +96.0% | -111.9% | -28.0% |
| 1Y | -3.8% | +203.8% | -207.6% | -24.6% |
| 3Y | +272.3% | +465.3% | -193.1% | +142.5% |
| 5Y | +91.1% | +106.3% | -15.2% | +42.1% |
| All | +80.5% | +93.0% | -12.5% | +31.1% |
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