+74,417.0%
FAST vs MTZ
+2,221.3%
+72,195.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +9.5% | -9.4% | -1.1% |
| 7D | +2.1% | -6.4% | +8.5% | +2.6% |
| 30D | +6.9% | -22.1% | +28.9% | +9.9% |
| 3M | +4.8% | -32.7% | +37.5% | +9.6% |
| 6M | +19.8% | -59.8% | +79.6% | +32.5% |
| YTD | +34.9% | -19.9% | +54.8% | +35.8% |
| 1Y | +32.8% | -11.5% | +44.3% | +31.7% |
| 3Y | +93.7% | +258.1% | -164.3% | +56.2% |
| 5Y | +105.3% | +85.5% | +19.8% | +77.1% |
| 10Y | +595.4% | +492.2% | +103.2% | +397.6% |
| All | +74,417.0% | +2,221.3% | +72,195.6% | +37,876.6% |
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