+285.0%
TSM vs MTZ
+162.0%
+122.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | +0.1% |
| 7D | +4.8% | +2.3% | +2.5% | +3.8% |
| 30D | +4.0% | -10.3% | +14.3% | +8.5% |
| 3M | +2.0% | -31.8% | +33.8% | +17.2% |
| 6M | +25.5% | -19.2% | +44.7% | +33.6% |
| YTD | +44.0% | +10.7% | +33.3% | +34.4% |
| 1Y | +75.4% | +37.5% | +37.9% | +49.8% |
| 3Y | +406.7% | +162.4% | +244.4% | +243.2% |
| 5Y | +285.0% | +166.3% | +118.7% | +143.5% |
| All | +285.0% | +162.0% | +122.9% | +143.5% |
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