+174.6%
MTZ vs GFS
-3.9%
+178.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.3% | +4.1% | +3.9% |
| 7D | +3.6% | +2.6% | +0.9% | +2.6% |
| 30D | -9.6% | -16.4% | +6.7% | -4.1% |
| 3M | -31.9% | -41.6% | +9.7% | -19.1% |
| 6M | -13.8% | -3.7% | -10.1% | -13.3% |
| YTD | +13.3% | +29.3% | -16.1% | +3.2% |
| 1Y | +39.3% | +37.1% | +2.2% | +24.5% |
| 3Y | +168.3% | -22.1% | +190.5% | +171.2% |
| All | +174.6% | -3.9% | +178.5% | +183.6% |
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