+166.4%
MTZ vs VSXY
+21.5%
+144.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.9% | -0.1% | +3.1% |
| 7D | +3.6% | -6.8% | +10.3% | +4.6% |
| 30D | -9.6% | -20.4% | +10.7% | -6.4% |
| 3M | -31.9% | +2.9% | -34.8% | -32.8% |
| 6M | -13.8% | +67.9% | -81.7% | -24.1% |
| YTD | +13.3% | +44.9% | -31.6% | +1.7% |
| 1Y | +39.3% | +205.9% | -166.6% | +6.5% |
| 3Y | +168.3% | +373.9% | -205.5% | +72.0% |
| 5Y | +166.4% | +23.5% | +142.9% | +113.7% |
| All | +166.4% | +21.5% | +144.9% | +113.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling