+726.2%
FLEX vs MTZ
+165.9%
+560.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +3.8% | +0.6% | +2.5% |
| 7D | +7.0% | +3.6% | +3.4% | +5.1% |
| 30D | -5.8% | -9.6% | +3.8% | -0.7% |
| 3M | -24.2% | -31.9% | +7.7% | -8.7% |
| 6M | +90.8% | -13.8% | +104.6% | +104.8% |
| YTD | +89.2% | +13.3% | +75.9% | +78.6% |
| 1Y | +104.7% | +39.3% | +65.4% | +75.8% |
| 3Y | +478.1% | +168.3% | +309.7% | +276.9% |
| 5Y | +726.2% | +166.4% | +559.8% | +405.2% |
| All | +726.2% | +165.9% | +560.3% | +405.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling