-57.1%
MTZ vs AIG
+8.7%
-65.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +3.4% | -7.7% | -1.7% |
| 7D | -8.7% | +2.2% | -10.9% | -7.1% |
| 30D | -15.0% | +6.9% | -21.8% | -10.6% |
| 3M | -32.6% | +6.8% | -39.4% | -29.6% |
| All | -57.1% | +8.7% | -65.7% | -54.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling