-4.4%
MZTI vs SPY
+322.5%
-326.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.9% | +1.7% | +2.1% |
| 7D | -0.3% | -0.8% | +0.4% | +0.1% |
| 30D | -9.4% | -1.1% | -8.3% | -8.8% |
| 3M | -4.0% | +3.9% | -7.9% | -6.3% |
| 6M | -30.7% | +13.6% | -44.3% | -35.9% |
| YTD | -35.1% | +12.7% | -47.8% | -39.7% |
| 1Y | -42.1% | +17.5% | -59.6% | -47.6% |
| 3Y | -30.9% | +76.9% | -107.8% | -51.8% |
| 5Y | -32.8% | +83.6% | -116.3% | -54.9% |
| All | -4.4% | +322.5% | -326.8% | -70.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling