-31.8%
MZTI vs VOO
+82.8%
-114.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.8% | +1.7% | +2.2% |
| 7D | -0.3% | -0.8% | +0.4% | 0.0% |
| 30D | -9.4% | -1.1% | -8.3% | -9.0% |
| 3M | -4.0% | +3.9% | -7.9% | -5.5% |
| 6M | -30.7% | +13.6% | -44.4% | -34.1% |
| YTD | -35.1% | +12.7% | -47.8% | -38.1% |
| 1Y | -42.1% | +17.6% | -59.7% | -45.8% |
| 3Y | -30.9% | +77.3% | -108.3% | -45.2% |
| All | -31.8% | +82.8% | -114.6% | -47.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 5y: compounded portfolio wealth divided by compounded VOO 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…
5y analysis · Full analysis span regression · 6 months rolling