+54.3%
VXUS vs MTZ
+162.0%
-107.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.5% | -0.4% |
| 7D | +0.3% | +2.3% | -2.0% | -0.1% |
| 30D | +0.7% | -10.3% | +11.0% | +2.4% |
| 3M | +4.8% | -31.8% | +36.6% | +10.7% |
| 6M | +11.3% | -19.2% | +30.5% | +13.8% |
| YTD | +16.5% | +10.7% | +5.8% | +12.4% |
| 1Y | +24.3% | +37.5% | -13.3% | +14.9% |
| 3Y | +74.5% | +162.4% | -87.9% | +40.6% |
| 5Y | +54.3% | +166.3% | -112.0% | +17.3% |
| All | +54.3% | +162.0% | -107.7% | +17.3% |
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 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