-44.5%
TOST vs MTZ
+100.4%
-145.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +9.5% | -10.9% | -4.4% |
| 7D | +9.4% | -6.4% | +15.9% | +10.6% |
| 30D | +13.5% | -22.1% | +35.5% | +21.7% |
| 3M | -0.1% | -32.7% | +32.5% | +11.3% |
| 6M | +22.5% | -59.8% | +82.3% | +60.4% |
| YTD | -2.4% | -19.9% | +17.5% | -8.4% |
| 1Y | -4.7% | -11.5% | +6.8% | -15.0% |
| 3Y | +103.2% | +258.1% | -154.9% | -13.3% |
| 5Y | -41.2% | +85.5% | -126.8% | -67.3% |
| All | -44.5% | +100.4% | -145.0% | -70.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling