+5.3%
FAST vs MTZ
+39.1%
-33.8%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.8% | -4.2% | -0.6% |
| 7D | +1.3% | +3.6% | -2.3% | +1.2% |
| 30D | -4.7% | -9.6% | +4.9% | -4.5% |
| 3M | +7.9% | -31.9% | +39.9% | +9.2% |
| 6M | +7.4% | -13.8% | +21.2% | +6.0% |
| YTD | +25.1% | +13.3% | +11.8% | +21.4% |
| All | +5.3% | +39.1% | -33.8% | +2.0% |
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