+739.9%
MTZ vs FTI
+304.2%
+435.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -2.1% | +5.9% | +4.6% |
| 7D | +3.6% | -0.2% | +3.7% | +3.6% |
| 30D | -9.6% | +12.3% | -22.0% | -13.7% |
| 3M | -31.9% | +13.8% | -45.7% | -35.8% |
| 6M | -13.8% | +24.3% | -38.1% | -21.8% |
| YTD | +13.3% | +75.8% | -62.5% | -10.3% |
| 1Y | +39.3% | +99.6% | -60.4% | +4.5% |
| 3Y | +168.3% | +278.4% | -110.1% | +52.8% |
| 5Y | +166.4% | +1,168.7% | -1,002.3% | -14.0% |
| 10Y | +739.9% | +297.5% | +442.4% | +248.7% |
| All | +739.9% | +304.2% | +435.7% | +248.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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