+27.2%
MTZ vs FIGR
+5.9%
+21.3%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.9% | -2.2% |
| 7D | +2.3% | +14.9% | -12.6% | +0.6% |
| 30D | -10.3% | +32.3% | -42.6% | -13.6% |
| 3M | -31.8% | +34.8% | -66.6% | -34.6% |
| 6M | -19.2% | +16.8% | -36.0% | -21.5% |
| YTD | +10.7% | -6.7% | +17.4% | +5.9% |
| All | +27.2% | +5.9% | +21.3% | +19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 10y: compounded portfolio wealth divided by compounded FIGR 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…
10y analysis · Full analysis span regression · 6 months rolling