+95.0%
MTZ vs AIG
+59.1%
+35.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.6% | -1.4% |
| 7D | +5.0% | +6.6% | -1.6% | +2.5% |
| 30D | -6.0% | +7.0% | -13.0% | -8.9% |
| 3M | -36.1% | +9.7% | -45.8% | -38.8% |
| 6M | -56.9% | +10.8% | -67.7% | -59.3% |
| YTD | -15.9% | -1.3% | -14.6% | -16.7% |
| 1Y | -3.8% | +8.4% | -12.2% | -9.3% |
| 3Y | +272.3% | +39.0% | +233.3% | +203.7% |
| All | +95.0% | +59.1% | +35.9% | +42.7% |
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