-21.1%
GIS vs MTZ
+773.6%
-794.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.5% | -3.8% | -0.3% |
| 7D | -6.4% | +1.4% | -7.7% | -6.4% |
| 30D | -6.1% | -14.5% | +8.4% | -6.2% |
| 3M | +7.8% | -32.9% | +40.8% | +7.5% |
| 6M | -8.8% | -20.8% | +12.1% | -9.1% |
| YTD | -19.1% | +10.6% | -29.7% | -19.5% |
| 1Y | -24.8% | +27.1% | -51.8% | -25.3% |
| 3Y | -37.6% | +166.1% | -203.7% | -39.3% |
| 5Y | -25.4% | +170.7% | -196.1% | -28.1% |
| All | -21.1% | +773.6% | -794.7% | -27.8% |
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