+165.8%
VXUS vs MTZ
+1,079.2%
-913.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.2% | +0.2% |
| 7D | +2.1% | +5.0% | -2.9% | +1.1% |
| 30D | -1.1% | -6.0% | +4.9% | -0.5% |
| 3M | -5.6% | -36.1% | +30.5% | +2.3% |
| 6M | -2.3% | -56.9% | +54.6% | +13.4% |
| YTD | +10.4% | -15.9% | +26.3% | +10.8% |
| 1Y | +13.1% | -3.8% | +16.9% | +10.3% |
| 3Y | +68.0% | +272.3% | -204.3% | +18.5% |
| 5Y | +45.8% | +91.1% | -45.3% | +14.6% |
| 10Y | +144.7% | +426.0% | -281.3% | +40.0% |
| All | +165.8% | +1,079.2% | -913.5% | +8.6% |
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