+492.6%
MTZ vs FTI
+185.2%
+307.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +0.7% | +7.9% | +8.3% |
| 7D | -2.4% | -4.3% | +1.9% | -0.4% |
| 30D | -11.1% | -8.0% | -3.1% | -8.0% |
| 3M | -30.6% | -8.0% | -22.6% | -28.3% |
| 6M | -54.4% | -8.7% | -45.7% | -53.2% |
| YTD | -13.0% | +43.9% | -56.9% | -25.5% |
| 1Y | -5.7% | +49.8% | -55.5% | -20.6% |
| 3Y | +297.2% | +211.7% | +85.5% | +145.1% |
| 5Y | +95.9% | +781.6% | -685.7% | -26.3% |
| 10Y | +492.6% | +180.2% | +312.5% | +182.8% |
| All | +492.6% | +185.2% | +307.4% | +182.8% |
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