-18.3%
TOST vs MTZ
+37.3%
-55.6%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.8% | -5.7% | -1.8% |
| 7D | -0.9% | +3.6% | -4.4% | -0.7% |
| 30D | -3.5% | -9.6% | +6.2% | -3.9% |
| 3M | +38.1% | -31.9% | +70.1% | +35.7% |
| 6M | +9.9% | -13.8% | +23.7% | +6.2% |
| YTD | -6.3% | +13.3% | -19.5% | -11.8% |
| 1Y | -18.3% | +39.3% | -57.6% | -20.8% |
| All | -18.3% | +37.3% | -55.6% | -20.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling