+15.6%
RSP vs MTZ
+31.7%
-16.1%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.5% | +2.8% | -0.4% |
| 7D | -3.1% | 0.0% | -3.1% | -3.1% |
| 30D | -3.4% | -14.8% | +11.4% | -2.4% |
| 3M | +3.6% | -30.8% | +34.4% | +5.4% |
| 6M | +9.0% | -22.6% | +31.6% | +8.4% |
| YTD | +12.2% | +6.8% | +5.4% | +6.6% |
| 1Y | +15.6% | +22.1% | -6.6% | +7.5% |
| All | +15.6% | +31.7% | -16.1% | +7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTZ.
Daily Out/Under-Performance
Portfolio return minus MTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTZ 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 MTZ 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