-41.1%
MZTI vs SPY
+20.8%
-62.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.1% | -0.3% |
| 7D | -8.2% | +0.1% | -8.3% | -8.2% |
| 30D | -5.3% | +0.1% | -5.3% | -5.2% |
| 3M | -0.1% | +2.0% | -2.1% | +0.4% |
| 6M | -36.4% | +13.0% | -49.4% | -35.9% |
| YTD | -34.9% | +13.5% | -48.4% | -34.1% |
| 1Y | -41.1% | +20.0% | -61.1% | -42.1% |
| All | -41.1% | +20.8% | -62.0% | -42.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 1y: compounded portfolio wealth divided by compounded SPY 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…
1y analysis · Full analysis span regression · 6 months rolling