-14.3%
MTZ vs FRSH
+21.1%
-35.4%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | -6.3% | -9.1% | -16.3% |
| 7D | -7.4% | -13.8% | +6.4% | -9.7% |
| 30D | -23.6% | +0.3% | -23.9% | -23.4% |
| 3M | -38.3% | +10.1% | -48.4% | -36.9% |
| 6M | -60.6% | +47.7% | -108.3% | -57.9% |
| YTD | -22.9% | +8.2% | -31.1% | -18.6% |
| 1Y | -14.3% | +21.4% | -35.7% | -10.5% |
| All | -14.3% | +21.1% | -35.4% | -10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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