+54.2%
RSP vs MTZ
+165.0%
-110.8%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.8% | -4.8% | -1.6% |
| 7D | -0.4% | +3.6% | -3.9% | -0.9% |
| 30D | -1.5% | -9.6% | +8.1% | -0.3% |
| 3M | +4.8% | -31.9% | +36.7% | +9.5% |
| 6M | +10.3% | -13.8% | +24.1% | +10.1% |
| YTD | +14.1% | +13.3% | +0.8% | +8.4% |
| 1Y | +17.0% | +39.3% | -22.3% | +6.7% |
| 3Y | +54.2% | +168.3% | -114.2% | +26.8% |
| All | +54.2% | +165.0% | -110.8% | +26.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling