+148.1%
MTZ vs FGI
-4.4%
+152.5%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +7.5% | -5.4% | +2.0% |
| 7D | -1.6% | +0.5% | -2.1% | -1.6% |
| 30D | -11.1% | +65.4% | -76.5% | -12.9% |
| 3M | -36.7% | +23.5% | -60.2% | -37.7% |
| 6M | -21.9% | +60.5% | -82.5% | -24.6% |
| YTD | +9.1% | +30.0% | -20.9% | +5.8% |
| 1Y | +30.0% | +82.1% | -52.1% | +24.2% |
| All | +148.1% | -4.4% | +152.5% | +146.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling