+151.1%
TOST vs MTZ
+271.0%
-119.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.3% | +4.7% | +3.7% |
| 7D | 0.0% | +5.0% | -5.0% | -1.2% |
| 30D | +16.2% | -6.0% | +22.2% | +16.7% |
| 3M | -1.5% | -36.1% | +34.6% | +8.4% |
| 6M | +55.3% | -56.9% | +112.2% | +88.0% |
| YTD | -2.3% | -15.9% | +13.6% | -12.0% |
| 1Y | -5.5% | -3.8% | -1.7% | -20.2% |
| 3Y | +151.1% | +272.3% | -121.1% | +24.2% |
| All | +151.1% | +271.0% | -119.9% | +24.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling