+154.8%
SO vs MTZ
+743.7%
-589.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.5% | +2.9% | -0.5% |
| 7D | -1.1% | 0.0% | -1.1% | -1.2% |
| 30D | -3.7% | -14.8% | +11.1% | -2.9% |
| 3M | -5.9% | -30.8% | +24.9% | -4.3% |
| 6M | -7.3% | -22.6% | +15.3% | -6.6% |
| YTD | +3.1% | +6.8% | -3.7% | +1.6% |
| 1Y | -1.0% | +22.1% | -23.1% | -3.4% |
| 3Y | +43.2% | +153.1% | -109.9% | +29.4% |
| 5Y | +59.1% | +161.4% | -102.3% | +40.9% |
| All | +154.8% | +743.7% | -589.0% | +105.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling