+753.2%
MTZ vs AGI
+398.0%
+355.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.3% | -3.6% | -2.4% |
| 7D | +2.3% | +2.2% | +0.1% | +2.0% |
| 30D | -10.3% | +11.3% | -21.6% | -11.2% |
| 3M | -31.8% | +5.6% | -37.5% | -32.4% |
| 6M | -19.2% | -27.7% | +8.5% | -17.4% |
| YTD | +10.7% | -4.1% | +14.8% | +10.2% |
| 1Y | +37.5% | +13.8% | +23.7% | +34.8% |
| 3Y | +162.4% | +217.0% | -54.7% | +138.0% |
| 5Y | +166.3% | +404.3% | -238.0% | +134.9% |
| 10Y | +753.2% | +400.5% | +352.7% | +655.9% |
| All | +753.2% | +398.0% | +355.2% | +655.9% |
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