-31.8%
MZTI price history and return analytics
+65.7%
-97.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.9% | +1.7% | +2.2% |
| 7D | -0.3% | -1.1% | +0.8% | +0.1% |
| 30D | -9.4% | -1.0% | -8.4% | -9.0% |
| 3M | -4.0% | +3.2% | -7.2% | -5.3% |
| 6M | -30.7% | +12.5% | -43.2% | -34.2% |
| YTD | -35.1% | +14.1% | -49.2% | -38.8% |
| 1Y | -42.1% | +18.9% | -61.0% | -46.4% |
| 3Y | -30.9% | +74.1% | -105.0% | -45.9% |
| All | -31.8% | +65.7% | -97.5% | -46.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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