+50.4%
RSP vs MTZ
+98.6%
-48.2%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.6% | -3.8% | +0.1% |
| 7D | -0.3% | +12.9% | -13.2% | -2.4% |
| 30D | +4.4% | -8.5% | +13.0% | +5.4% |
| 3M | +1.3% | -30.6% | +31.9% | +6.8% |
| 6M | +10.0% | -55.1% | +65.1% | +24.1% |
| YTD | +17.6% | -13.0% | +30.6% | +15.1% |
| 1Y | +19.2% | -4.3% | +23.5% | +14.3% |
| 3Y | +66.0% | +284.0% | -218.0% | +13.2% |
| 5Y | +50.4% | +97.7% | -47.2% | +13.5% |
| All | +50.4% | +98.6% | -48.2% | +13.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling