+161.4%
MTZ vs VTRS
+40.7%
+120.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.7% | -2.8% | -3.3% |
| 7D | 0.0% | -3.3% | +3.3% | +0.9% |
| 30D | -14.8% | +1.4% | -16.2% | -15.2% |
| 3M | -30.8% | +4.6% | -35.5% | -32.0% |
| 6M | -22.6% | +18.1% | -40.7% | -26.9% |
| YTD | +6.8% | +34.7% | -27.8% | -3.4% |
| 1Y | +22.1% | +65.6% | -43.5% | +3.2% |
| 3Y | +153.1% | +83.8% | +69.3% | +98.1% |
| 5Y | +161.4% | +46.5% | +114.9% | +101.1% |
| All | +161.4% | +40.7% | +120.8% | +101.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling