+166.4%
MTZ vs VTRS
+84.4%
+82.1%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.6% | -2.1% |
| 7D | +2.3% | -3.5% | +5.7% | +3.1% |
| 30D | -10.3% | +2.1% | -12.4% | -10.8% |
| 3M | -31.8% | +2.6% | -34.4% | -32.4% |
| 6M | -19.2% | +17.8% | -36.9% | -23.1% |
| YTD | +10.7% | +35.7% | -24.9% | +0.8% |
| 1Y | +37.5% | +63.5% | -26.0% | +18.2% |
| All | +166.4% | +84.4% | +82.1% | +84.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling