+94.1%
FLEX vs MTZ
+36.5%
+57.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | +0.1% |
| 7D | +6.4% | +2.3% | +4.1% | +4.8% |
| 30D | -5.9% | -10.3% | +4.4% | +1.3% |
| 3M | -23.5% | -31.8% | +8.4% | -1.6% |
| 6M | +83.7% | -19.2% | +102.9% | +100.9% |
| YTD | +86.5% | +10.7% | +75.8% | +60.9% |
| All | +94.1% | +36.5% | +57.6% | +46.5% |
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