+1,143.6%
MTZ vs FTI
+1,702.1%
-558.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +3.1% | +6.4% | +8.2% |
| 7D | -6.4% | -7.6% | +1.2% | -3.0% |
| 30D | -22.1% | -7.1% | -14.9% | -19.5% |
| 3M | -32.7% | -8.7% | -24.0% | -30.1% |
| 6M | -59.8% | -14.0% | -45.8% | -57.7% |
| YTD | -19.9% | +42.8% | -62.8% | -32.0% |
| 1Y | -11.5% | +50.4% | -61.8% | -26.6% |
| 3Y | +258.1% | +194.1% | +64.0% | +117.3% |
| 5Y | +85.5% | +775.2% | -689.7% | -35.3% |
| 10Y | +492.2% | +189.2% | +303.0% | +176.9% |
| All | +1,143.6% | +1,702.1% | -558.5% | +165.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling