-22.1%
FPS vs MTZ
-18.6%
-3.5%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.0% | +8.6% | +7.4% | +8.3% |
| 7D | -8.0% | -2.4% | -5.5% | -4.7% |
| 30D | -43.5% | -11.1% | -32.4% | -36.8% |
| 3M | -41.6% | -30.6% | -11.0% | -20.5% |
| 6M | -44.0% | -54.4% | +10.3% | +11.6% |
| All | -22.1% | -18.6% | -3.5% | -31.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling