+98.8%
MTZ vs FGI
-70.6%
+169.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -34.6% |
| 6M | -59.8% | -3.2% | -56.7% | -60.6% |
| YTD | -19.9% | +29.1% | -49.0% | -23.5% |
| 1Y | -11.5% | +51.0% | -62.4% | -16.1% |
| 3Y | +258.1% | +1.5% | +256.6% | +234.7% |
| All | +98.8% | -70.6% | +169.4% | +94.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling