-11.5%
MTZ vs FGI
+46.9%
-58.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -0.8% | +10.3% | +9.6% |
| 7D | -6.4% | -7.0% | +0.5% | -6.3% |
| 30D | -22.1% | -4.2% | -17.8% | -22.0% |
| 3M | -32.7% | +55.6% | -88.3% | -34.5% |
| 6M | -59.8% | -3.2% | -56.7% | -60.3% |
| YTD | -19.9% | +29.1% | -49.0% | -24.8% |
| 1Y | -11.5% | +51.0% | -62.4% | -17.6% |
| All | -11.5% | +46.9% | -58.4% | -17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 1y: compounded portfolio wealth divided by compounded FGI 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…
1y analysis · Full analysis span regression · 6 months rolling