+36.0%
TSM vs MTZ
-14.7%
+50.7%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -15.4% | +13.2% | +3.6% |
| 7D | -10.0% | -7.4% | -2.6% | -8.2% |
| 30D | -18.5% | -23.6% | +5.1% | -10.2% |
| 3M | -4.9% | -38.3% | +33.4% | +14.0% |
| 6M | -1.0% | -60.6% | +59.6% | +44.5% |
| YTD | +31.3% | -22.9% | +54.1% | +27.2% |
| 1Y | +36.0% | -14.3% | +50.3% | +23.9% |
| All | +36.0% | -14.7% | +50.7% | +23.9% |
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