+766.7%
MTZ vs VTRS
-48.4%
+815.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.8% | +2.7% | +3.3% |
| 7D | +1.4% | -2.2% | +3.5% | +2.1% |
| 30D | -14.5% | +3.3% | -17.8% | -15.4% |
| 3M | -32.9% | +2.0% | -34.9% | -33.7% |
| 6M | -20.8% | +19.9% | -40.8% | -26.2% |
| YTD | +10.6% | +35.7% | -25.1% | -1.8% |
| 1Y | +27.1% | +68.1% | -41.0% | +4.3% |
| 3Y | +166.1% | +87.1% | +79.1% | +103.2% |
| 5Y | +170.7% | +47.6% | +123.0% | +116.3% |
| All | +766.7% | -48.4% | +815.0% | +750.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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