+1,535.9%
MZTI vs SPY
+3,074.3%
-1,538.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | 0.0% |
| 7D | -6.1% | +0.5% | -6.6% | -6.4% |
| 30D | -7.4% | -0.9% | -6.5% | -7.0% |
| 3M | -3.6% | +3.9% | -7.5% | -6.0% |
| 6M | -34.7% | +14.5% | -49.2% | -39.9% |
| YTD | -35.1% | +12.9% | -48.0% | -39.9% |
| 1Y | -41.8% | +19.4% | -61.1% | -47.9% |
| 3Y | -29.9% | +78.5% | -108.3% | -51.0% |
| 5Y | -33.4% | +81.8% | -115.2% | -54.8% |
| 10Y | -6.1% | +311.5% | -317.6% | -61.3% |
| All | +1,535.9% | +3,074.3% | -1,538.4% | +124.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling