+166.4%
MTZ vs AIG
+53.5%
+112.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -2.0% | +5.8% | +4.6% |
| 7D | +3.6% | -1.6% | +5.1% | +4.2% |
| 30D | -9.6% | -5.2% | -4.4% | -7.8% |
| 3M | -31.9% | +1.5% | -33.4% | -33.1% |
| 6M | -13.8% | -3.9% | -9.9% | -13.3% |
| YTD | +13.3% | -11.6% | +24.9% | +17.8% |
| 1Y | +39.3% | -2.9% | +42.2% | +37.2% |
| 3Y | +168.3% | +33.7% | +134.6% | +120.7% |
| 5Y | +166.4% | +52.7% | +113.7% | +91.5% |
| All | +166.4% | +53.5% | +112.9% | +91.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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