-44.4%
TOST vs MTZ
+117.6%
-162.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +8.6% | -8.3% | -2.4% |
| 7D | +4.0% | -2.4% | +6.5% | +3.7% |
| 30D | +11.1% | -11.1% | +22.1% | +14.0% |
| 3M | +0.8% | -30.6% | +31.5% | +11.6% |
| 6M | +38.8% | -54.4% | +93.2% | +73.8% |
| YTD | -2.1% | -13.0% | +10.9% | -10.6% |
| 1Y | -6.0% | -5.7% | -0.3% | -17.8% |
| 3Y | +149.8% | +297.2% | -147.4% | +2.6% |
| 5Y | -42.8% | +95.9% | -138.7% | -68.8% |
| All | -44.4% | +117.6% | -162.0% | -71.1% |
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