+407.0%
TSM vs MTZ
+160.8%
+246.2%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | +0.2% |
| 7D | +4.8% | +2.3% | +2.5% | +3.7% |
| 30D | +4.0% | -10.3% | +14.3% | +8.9% |
| 3M | +2.0% | -31.8% | +33.8% | +18.5% |
| 6M | +25.5% | -19.2% | +44.7% | +33.8% |
| YTD | +44.0% | +10.7% | +33.3% | +32.5% |
| 1Y | +75.4% | +37.5% | +37.9% | +46.2% |
| All | +407.0% | +160.8% | +246.2% | +251.3% |
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 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