+737.1%
MTZ vs VWO
+115.6%
+621.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.5% | -2.0% | -2.0% |
| 7D | 0.0% | -1.7% | +1.7% | +1.7% |
| 30D | -14.8% | -0.3% | -14.5% | -14.5% |
| 3M | -30.8% | +4.0% | -34.8% | -32.9% |
| 6M | -22.6% | +8.1% | -30.7% | -27.9% |
| YTD | +6.8% | +11.6% | -4.8% | -3.4% |
| 1Y | +22.1% | +16.2% | +5.9% | +6.7% |
| 3Y | +153.1% | +63.3% | +89.8% | +62.8% |
| 5Y | +161.4% | +33.4% | +128.1% | +99.5% |
| All | +737.1% | +115.6% | +621.4% | +373.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 VWO 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