+183.8%
VXUS vs MTZ
+1,430.3%
-1,246.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.6% | +0.1% |
| 7D | +1.0% | -1.6% | +2.6% | +1.3% |
| 30D | +2.2% | -11.1% | +13.3% | +4.5% |
| 3M | +3.0% | -36.7% | +39.7% | +11.6% |
| 6M | +10.7% | -21.9% | +32.6% | +14.4% |
| YTD | +17.8% | +9.1% | +8.7% | +13.3% |
| 1Y | +27.6% | +30.0% | -2.4% | +17.7% |
| 3Y | +73.3% | +138.5% | -65.2% | +35.3% |
| 5Y | +54.3% | +158.3% | -104.0% | +14.8% |
| 10Y | +149.8% | +700.8% | -550.9% | +31.5% |
| All | +183.8% | +1,430.3% | -1,246.4% | +11.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling