+0.7%
FPS vs MTZ
0.0%
+0.7%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -3.5% | -2.3% | -2.8% |
| 7D | -4.6% | 0.0% | -4.5% | -4.4% |
| 30D | -22.6% | -14.8% | -7.8% | -11.6% |
| 3M | -45.1% | -30.8% | -14.3% | -30.0% |
| 6M | -17.8% | -22.6% | +4.8% | -17.6% |
| All | +0.7% | 0.0% | +0.7% | -26.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling