+56.7%
TOST vs MTZ
+140.9%
-84.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -2.1% | -0.5% |
| 7D | -3.4% | -1.6% | -1.8% | -3.0% |
| 30D | -2.4% | -11.1% | +8.6% | +0.1% |
| 3M | +34.6% | -36.7% | +71.3% | +48.6% |
| 6M | +15.2% | -21.9% | +37.1% | +15.6% |
| YTD | -4.4% | +9.1% | -13.5% | -16.8% |
| 1Y | -17.4% | +30.0% | -47.4% | -34.2% |
| All | +56.7% | +140.9% | -84.2% | -1.6% |
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