+30.0%
MTZ vs GFS
+37.2%
-7.2%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.5% | +0.6% | +1.5% |
| 7D | -1.6% | +1.0% | -2.6% | -2.0% |
| 30D | -11.1% | -8.6% | -2.5% | -7.6% |
| 3M | -36.7% | -46.5% | +9.8% | -20.7% |
| 6M | -21.9% | -4.8% | -17.1% | -20.2% |
| YTD | +9.1% | +29.7% | -20.5% | -3.2% |
| 1Y | +30.0% | +35.8% | -5.9% | +15.5% |
| All | +30.0% | +37.2% | -7.2% | +15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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