+507.7%
FAST vs MTZ
+743.1%
-235.4%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.8% | -4.2% | -1.2% |
| 7D | +1.3% | +3.6% | -2.3% | +0.6% |
| 30D | -4.7% | -9.6% | +4.9% | -3.1% |
| 3M | +7.9% | -31.9% | +39.9% | +14.3% |
| 6M | +7.4% | -13.8% | +21.2% | +7.8% |
| YTD | +25.1% | +13.3% | +11.8% | +18.2% |
| 1Y | +4.7% | +39.3% | -34.6% | -5.9% |
| 3Y | +94.7% | +168.3% | -73.6% | +45.2% |
| 5Y | +106.8% | +166.4% | -59.6% | +49.4% |
| 10Y | +507.7% | +739.9% | -232.2% | +183.1% |
| All | +507.7% | +743.1% | -235.4% | +183.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling