+37.5%
MTZ vs FTI
+97.6%
-60.0%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.1% |
| 7D | +2.3% | -2.3% | +4.6% | +2.9% |
| 30D | -10.3% | +5.0% | -15.3% | -11.4% |
| 3M | -31.8% | +13.8% | -45.7% | -34.6% |
| 6M | -19.2% | +22.9% | -42.1% | -25.9% |
| YTD | +10.7% | +75.0% | -64.3% | -10.7% |
| 1Y | +37.5% | +96.9% | -59.3% | +7.1% |
| All | +37.5% | +97.6% | -60.0% | +7.1% |
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