+111.0%
MTZ vs GFS
-8.5%
+119.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +5.5% | -0.9% | +2.8% |
| 7D | +12.9% | +6.2% | +6.6% | +10.7% |
| 30D | -8.5% | -11.4% | +2.8% | -5.1% |
| 3M | -30.6% | -15.5% | -15.1% | -27.1% |
| 6M | -55.1% | -42.6% | -12.5% | -47.1% |
| YTD | -13.0% | +23.2% | -36.2% | -19.9% |
| 1Y | -4.3% | +23.6% | -27.8% | -12.0% |
| 3Y | +284.0% | -17.2% | +301.3% | +280.4% |
| 5Y | +97.7% | -23.4% | +121.1% | +98.3% |
| All | +111.0% | -8.5% | +119.5% | +120.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling