+272.3%
MTZ vs FTI
+212.2%
+60.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.1% | -3.3% | -2.1% |
| 7D | +5.0% | +4.3% | +0.7% | +3.1% |
| 30D | -6.0% | -4.7% | -1.3% | -4.0% |
| 3M | -36.1% | -13.5% | -22.6% | -32.2% |
| 6M | -56.9% | -8.7% | -48.2% | -55.6% |
| YTD | -15.9% | +49.0% | -64.9% | -30.8% |
| 1Y | -3.8% | +54.0% | -57.9% | -22.1% |
| 3Y | +272.3% | +211.6% | +60.6% | +126.4% |
| All | +272.3% | +212.2% | +60.1% | +126.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling