+134.3%
MTZ vs VSXY
+37.4%
+96.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.6% | -0.5% | +1.7% |
| 7D | -1.6% | -14.0% | +12.4% | +0.7% |
| 30D | -11.1% | -15.9% | +4.8% | -8.9% |
| 3M | -36.7% | +3.4% | -40.1% | -37.5% |
| 6M | -21.9% | +25.9% | -47.9% | -27.2% |
| YTD | +9.1% | +39.5% | -30.4% | -0.7% |
| 1Y | +30.0% | +194.4% | -164.4% | +1.9% |
| 3Y | +138.5% | +281.4% | -143.0% | +65.7% |
| 5Y | +158.3% | +12.8% | +145.6% | +105.5% |
| All | +134.3% | +37.4% | +96.9% | +80.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling