+166.4%
MTZ vs AGI
+390.0%
-223.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.4% | +5.2% | +4.1% |
| 7D | +3.6% | +4.4% | -0.8% | +2.6% |
| 30D | -9.6% | +10.0% | -19.6% | -11.6% |
| 3M | -31.9% | +1.7% | -33.7% | -32.8% |
| 6M | -13.8% | -26.8% | +13.0% | -9.5% |
| YTD | +13.3% | -5.3% | +18.6% | +11.7% |
| 1Y | +39.3% | +11.5% | +27.8% | +31.9% |
| 3Y | +168.3% | +212.9% | -44.6% | +96.9% |
| 5Y | +166.4% | +388.8% | -222.4% | +72.8% |
| All | +166.4% | +390.0% | -223.6% | +72.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling