+6,358.4%
SO vs MTZ
+2,311.2%
+4,047.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.3% | +4.4% | +0.2% |
| 7D | -0.1% | -8.7% | +8.6% | +0.1% |
| 30D | +8.7% | -15.0% | +23.6% | +9.1% |
| 3M | +3.4% | -32.6% | +36.0% | +4.5% |
| 6M | +3.7% | -56.3% | +60.1% | +5.9% |
| YTD | +10.0% | -16.8% | +26.8% | +10.1% |
| 1Y | +6.6% | -10.0% | +16.6% | +6.4% |
| 3Y | +52.5% | +267.1% | -214.6% | +44.4% |
| 5Y | +76.1% | +89.9% | -13.8% | +69.4% |
| 10Y | +194.9% | +442.2% | -247.4% | +171.7% |
| All | +6,358.4% | +2,311.2% | +4,047.2% | +5,411.2% |
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