+766.7%
MTZ vs GFI
+1,066.8%
-300.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.3% | +4.8% | +3.6% |
| 7D | +1.4% | -4.9% | +6.2% | +1.8% |
| 30D | -14.5% | +10.7% | -25.2% | -15.3% |
| 3M | -32.9% | +25.6% | -58.6% | -34.5% |
| 6M | -20.8% | -8.3% | -12.6% | -20.8% |
| YTD | +10.6% | +6.3% | +4.3% | +9.1% |
| 1Y | +27.1% | +22.1% | +5.0% | +23.8% |
| 3Y | +166.1% | +289.2% | -123.0% | +136.6% |
| 5Y | +170.7% | +531.7% | -361.0% | +130.1% |
| All | +766.7% | +1,066.8% | -300.2% | +706.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling