-60.4%
FIG vs MTZ
+22.0%
-82.4%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.5% | +4.1% | +0.1% |
| 7D | -12.2% | 0.0% | -12.2% | -12.2% |
| 30D | -11.0% | -14.8% | +3.9% | -13.0% |
| 3M | +11.9% | -30.8% | +42.7% | +4.9% |
| 6M | -21.9% | -22.6% | +0.7% | -32.8% |
| YTD | -40.8% | +6.8% | -47.6% | -56.7% |
| All | -60.4% | +22.0% | -82.4% | -75.4% |
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