+1,438.8%
GIS vs MTZ
+3,109.1%
-1,670.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.6% | -1.5% |
| 7D | -8.6% | +2.3% | -10.9% | -8.7% |
| 30D | -0.5% | -10.3% | +9.8% | -0.2% |
| 3M | +11.9% | -31.8% | +43.7% | +12.7% |
| 6M | -11.6% | -19.2% | +7.6% | -11.4% |
| YTD | -16.3% | +10.7% | -27.0% | -16.9% |
| 1Y | -21.8% | +37.5% | -59.3% | -22.9% |
| 3Y | -35.7% | +162.4% | -198.0% | -38.2% |
| 5Y | -22.9% | +166.3% | -189.2% | -26.3% |
| 10Y | -16.8% | +753.2% | -770.0% | -24.5% |
| All | +1,438.8% | +3,109.1% | -1,670.3% | +1,152.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling