+398.0%
MTZ vs FTI
+189.4%
+208.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.1% | -3.3% | -2.1% |
| 7D | +5.0% | +4.3% | +0.7% | +3.3% |
| 30D | -6.0% | -4.7% | -1.3% | -4.1% |
| 3M | -36.1% | -13.5% | -22.6% | -32.4% |
| 6M | -56.9% | -8.7% | -48.2% | -55.7% |
| YTD | -15.9% | +49.0% | -64.9% | -29.0% |
| 1Y | -3.8% | +54.0% | -57.9% | -19.9% |
| 3Y | +272.3% | +211.6% | +60.6% | +129.7% |
| 5Y | +91.1% | +881.9% | -790.8% | -31.1% |
| All | +398.0% | +189.4% | +208.7% | +136.3% |
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