+45.9%
VXUS vs MTZ
+92.0%
-46.1%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.2% | -0.6% |
| 7D | +2.3% | +16.5% | -14.2% | -0.4% |
| 30D | -2.2% | -10.2% | +8.0% | -1.0% |
| 3M | -5.4% | -34.2% | +28.7% | +0.8% |
| 6M | -1.2% | -56.0% | +54.7% | +11.8% |
| YTD | +10.4% | -14.8% | +25.2% | +10.6% |
| 1Y | +11.8% | -7.2% | +19.1% | +10.2% |
| 3Y | +68.4% | +275.8% | -207.4% | +25.1% |
| 5Y | +45.9% | +93.5% | -47.6% | +15.7% |
| All | +45.9% | +92.0% | -46.1% | +15.7% |
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 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