+398.0%
MTZ vs VWO
+111.9%
+286.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.2% |
| 7D | +5.0% | +2.0% | +3.0% | +3.1% |
| 30D | -6.0% | -4.3% | -1.7% | -1.8% |
| 3M | -36.1% | -6.4% | -29.7% | -31.6% |
| 6M | -56.9% | -5.6% | -51.2% | -53.9% |
| YTD | -15.9% | +5.2% | -21.1% | -19.4% |
| 1Y | -3.8% | +5.2% | -9.0% | -7.7% |
| 3Y | +272.3% | +55.5% | +216.7% | +148.0% |
| 5Y | +91.1% | +25.6% | +65.5% | +53.9% |
| All | +398.0% | +111.9% | +286.1% | +154.8% |
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