+265.7%
TSM vs MTZ
+89.4%
+176.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.4% | -1.2% |
| 7D | +6.2% | +5.0% | +1.2% | +4.0% |
| 30D | -7.3% | -6.0% | -1.3% | -5.8% |
| 3M | -7.1% | -36.1% | +29.0% | +9.8% |
| 6M | +0.2% | -56.9% | +57.1% | +37.1% |
| YTD | +32.2% | -15.9% | +48.2% | +36.0% |
| 1Y | +42.8% | -3.8% | +46.6% | +38.9% |
| 3Y | +330.4% | +272.3% | +58.1% | +165.9% |
| All | +265.7% | +89.4% | +176.3% | +158.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling