+86.8%
MTZ vs VSXY
+99.7%
-12.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.8% | +5.4% | +4.7% |
| 7D | +12.9% | +0.8% | +12.0% | +12.8% |
| 30D | -8.5% | +24.0% | -32.6% | -11.9% |
| 3M | -30.6% | +16.7% | -47.3% | -32.9% |
| 6M | -55.1% | +138.6% | -193.7% | -62.4% |
| YTD | -13.0% | +102.8% | -115.8% | -25.8% |
| 1Y | -4.3% | +214.2% | -218.4% | -25.3% |
| 3Y | +284.0% | +461.4% | -177.3% | +150.8% |
| 5Y | +97.7% | +118.3% | -20.6% | +46.1% |
| All | +86.8% | +99.7% | -12.9% | +35.0% |
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