+30.0%
MTZ vs GFI
+45.3%
-15.3%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.6% | +3.7% | +2.4% |
| 7D | -1.6% | +3.1% | -4.7% | -2.3% |
| 30D | -11.1% | +27.1% | -38.2% | -15.9% |
| 3M | -36.7% | +21.2% | -57.9% | -40.0% |
| 6M | -21.9% | -4.5% | -17.4% | -23.3% |
| YTD | +9.1% | +11.7% | -2.6% | +2.4% |
| 1Y | +30.0% | +46.0% | -16.1% | +14.3% |
| All | +30.0% | +45.3% | -15.3% | +14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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