+30.0%
MTZ vs GAP
+1.5%
+28.5%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.5% | +1.6% | +2.1% |
| 7D | -1.6% | -4.5% | +2.9% | -1.3% |
| 30D | -11.1% | +9.0% | -20.1% | -11.8% |
| 3M | -36.7% | +5.0% | -41.7% | -36.7% |
| 6M | -21.9% | -17.8% | -4.1% | -18.7% |
| YTD | +9.1% | -10.4% | +19.5% | +10.8% |
| 1Y | +30.0% | -3.4% | +33.3% | +23.6% |
| All | +30.0% | +1.5% | +28.5% | +23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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