-42.1%
MZTI vs SPY
+18.1%
-60.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.9% | +1.7% | +2.6% |
| 7D | -0.3% | -0.8% | +0.4% | -0.4% |
| 30D | -9.4% | -1.1% | -8.3% | -9.5% |
| 3M | -4.0% | +3.9% | -7.9% | -3.5% |
| 6M | -30.7% | +13.6% | -44.3% | -29.9% |
| YTD | -35.1% | +12.7% | -47.8% | -34.2% |
| 1Y | -42.1% | +17.5% | -59.6% | -41.7% |
| All | -42.1% | +18.1% | -60.2% | -41.7% |
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 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