-7.2%
MTZ vs FTI
+50.7%
-58.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.4% | -1.9% |
| 7D | +16.5% | +5.4% | +11.1% | +14.3% |
| 30D | -10.2% | -8.2% | -2.0% | -7.7% |
| 3M | -34.2% | -13.7% | -20.5% | -31.0% |
| 6M | -56.0% | -11.2% | -44.8% | -54.1% |
| YTD | -14.8% | +46.0% | -60.8% | -30.2% |
| 1Y | -7.2% | +51.8% | -59.0% | -25.2% |
| All | -7.2% | +50.7% | -58.0% | -25.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling