+1,152.9%
RSP vs MTZ
+8,781.7%
-7,628.8%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.6% | -3.8% | -0.1% |
| 7D | -0.3% | +12.9% | -13.2% | -2.8% |
| 30D | +4.4% | -8.5% | +13.0% | +5.5% |
| 3M | +1.3% | -30.6% | +31.9% | +7.5% |
| 6M | +10.0% | -55.1% | +65.1% | +25.3% |
| YTD | +17.6% | -13.0% | +30.6% | +16.6% |
| 1Y | +19.2% | -4.3% | +23.5% | +15.8% |
| 3Y | +66.0% | +284.0% | -218.0% | +18.0% |
| 5Y | +50.4% | +97.7% | -47.2% | +18.7% |
| 10Y | +215.7% | +444.4% | -228.7% | +92.6% |
| All | +1,152.9% | +8,781.7% | -7,628.8% | +388.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling