+444.4%
MTZ vs AGI
+355.0%
+89.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.8% | +7.4% | +4.9% |
| 7D | +12.9% | 0.0% | +12.9% | +12.9% |
| 30D | -8.5% | -7.6% | -0.9% | -8.0% |
| 3M | -30.6% | -10.2% | -20.4% | -30.2% |
| 6M | -55.1% | -31.5% | -23.6% | -53.8% |
| YTD | -13.0% | -22.0% | +9.0% | -11.9% |
| 1Y | -4.3% | -7.9% | +3.6% | -4.5% |
| 3Y | +284.0% | +137.6% | +146.5% | +254.7% |
| 5Y | +97.7% | +256.7% | -159.1% | +77.0% |
| 10Y | +444.4% | +405.2% | +39.2% | +385.6% |
| All | +444.4% | +355.0% | +89.4% | +385.6% |
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