+31.6%
FAST vs MTZ
-14.7%
+46.3%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -15.4% | +17.1% | +1.8% |
| 7D | +3.4% | -7.4% | +10.8% | +3.4% |
| 30D | +5.5% | -23.6% | +29.1% | +6.0% |
| 3M | +7.6% | -38.3% | +45.9% | +8.8% |
| 6M | +19.8% | -60.6% | +80.4% | +25.1% |
| YTD | +35.5% | -22.9% | +58.3% | +30.3% |
| 1Y | +31.6% | -14.3% | +45.9% | +24.3% |
| All | +31.6% | -14.7% | +46.3% | +24.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling