+1,757.2%
TSM vs MTZ
+743.7%
+1,013.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.5% | +1.8% | -0.6% |
| 7D | +2.6% | 0.0% | +2.7% | +2.7% |
| 30D | +1.4% | -14.8% | +16.3% | +6.5% |
| 3M | +5.0% | -30.8% | +35.8% | +16.4% |
| 6M | +24.0% | -22.6% | +46.6% | +32.4% |
| YTD | +41.6% | +6.8% | +34.8% | +36.9% |
| 1Y | +66.2% | +22.1% | +44.0% | +54.3% |
| 3Y | +398.2% | +153.1% | +245.1% | +273.4% |
| 5Y | +277.6% | +161.4% | +116.2% | +173.0% |
| All | +1,757.2% | +743.7% | +1,013.4% | +961.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling