+158.5%
MTZ vs AGI
+212.9%
-54.3%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.9% | +4.0% | +2.5% |
| 7D | -1.6% | +0.6% | -2.2% | -1.8% |
| 30D | -11.1% | +18.2% | -29.3% | -14.3% |
| 3M | -36.7% | -4.1% | -32.6% | -36.8% |
| 6M | -21.9% | -28.7% | +6.8% | -17.5% |
| YTD | +9.1% | -4.0% | +13.1% | +7.1% |
| 1Y | +30.0% | +17.4% | +12.5% | +20.7% |
| All | +158.5% | +212.9% | -54.3% | +73.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling