+442.2%
MTZ vs AGI
+335.7%
+106.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -5.3% | +1.0% | -3.9% |
| 7D | -8.7% | +13.9% | -22.6% | -9.9% |
| 30D | -15.0% | -6.2% | -8.7% | -14.6% |
| 3M | -32.6% | -6.9% | -25.6% | -32.4% |
| 6M | -56.3% | -28.7% | -27.6% | -55.3% |
| YTD | -16.8% | -19.8% | +3.0% | -16.0% |
| 1Y | -10.0% | -4.8% | -5.2% | -10.4% |
| 3Y | +267.1% | +144.3% | +122.8% | +239.3% |
| 5Y | +89.9% | +277.2% | -187.4% | +70.4% |
| 10Y | +442.2% | +365.9% | +76.4% | +394.1% |
| All | +442.2% | +335.7% | +106.6% | +394.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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