+25.0%
FLEX vs MTZ
-14.7%
+39.6%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -15.4% | +3.1% | -1.7% |
| 7D | -17.0% | -7.4% | -9.6% | -12.9% |
| 30D | -33.8% | -23.6% | -10.2% | -20.5% |
| 3M | -39.0% | -38.3% | -0.7% | -15.8% |
| 6M | -15.9% | -60.6% | +44.7% | +57.8% |
| YTD | +27.8% | -22.9% | +50.7% | +32.6% |
| 1Y | +25.0% | -14.3% | +39.2% | +14.1% |
| All | +25.0% | -14.7% | +39.6% | +14.1% |
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 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