-32.6%
MZTI vs SPY
+75.5%
-108.1%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.5% |
| 7D | -3.0% | -2.0% | -1.0% | -2.4% |
| 30D | -10.9% | -1.7% | -9.3% | -10.4% |
| 3M | -6.3% | +4.7% | -11.1% | -8.0% |
| 6M | -34.4% | +12.5% | -46.9% | -37.4% |
| YTD | -36.7% | +11.7% | -48.4% | -39.4% |
| 1Y | -42.0% | +17.5% | -59.5% | -45.9% |
| All | -32.6% | +75.5% | -108.1% | -48.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling