+103.2%
TOST vs MTZ
+237.5%
-134.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +9.5% | -10.9% | -3.5% |
| 7D | +9.4% | -6.4% | +15.9% | +10.2% |
| 30D | +13.5% | -22.1% | +35.5% | +19.4% |
| 3M | -0.1% | -32.7% | +32.5% | +8.2% |
| 6M | +22.5% | -59.8% | +82.3% | +51.3% |
| YTD | -2.4% | -19.9% | +17.5% | -11.0% |
| 1Y | -4.7% | -11.5% | +6.8% | -17.2% |
| 3Y | +103.2% | +258.1% | -154.9% | -12.0% |
| All | +103.2% | +237.5% | -134.2% | -12.0% |
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