+147.3%
VXUS vs MTZ
+773.6%
-626.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.5% | -2.5% | +0.3% |
| 7D | -1.4% | +1.4% | -2.8% | -1.7% |
| 30D | -0.5% | -14.5% | +14.0% | +2.4% |
| 3M | +2.6% | -32.9% | +35.5% | +9.4% |
| 6M | +10.9% | -20.8% | +31.7% | +14.0% |
| YTD | +16.1% | +10.6% | +5.5% | +11.7% |
| 1Y | +22.3% | +27.1% | -4.8% | +14.0% |
| 3Y | +72.0% | +166.1% | -94.1% | +33.7% |
| 5Y | +54.1% | +170.7% | -116.5% | +15.8% |
| All | +147.3% | +773.6% | -626.3% | +44.7% |
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