-5.5%
TOST vs MTZ
-7.9%
+2.4%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.3% | +4.7% | +3.4% |
| 7D | 0.0% | +5.0% | -5.0% | +0.5% |
| 30D | +16.2% | -6.0% | +22.2% | +15.8% |
| 3M | -1.5% | -36.1% | +34.6% | -4.5% |
| 6M | +55.3% | -56.9% | +112.2% | +46.8% |
| YTD | -2.3% | -15.9% | +13.6% | -7.8% |
| 1Y | -5.5% | -3.8% | -1.7% | -14.2% |
| All | -5.5% | -7.9% | +2.4% | -14.2% |
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 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