+110.9%
MTZ vs GFS
-13.5%
+124.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +4.9% | +3.7% | +6.9% |
| 7D | -2.4% | -3.1% | +0.7% | -1.0% |
| 30D | -11.1% | -16.0% | +4.9% | -6.1% |
| 3M | -30.6% | -24.7% | -5.9% | -24.3% |
| 6M | -54.4% | -45.1% | -9.2% | -45.4% |
| YTD | -13.0% | +16.5% | -29.5% | -18.4% |
| 1Y | -5.7% | +19.3% | -25.0% | -12.2% |
| 3Y | +297.2% | -20.0% | +317.1% | +298.5% |
| 5Y | +95.9% | -32.0% | +127.9% | +97.9% |
| All | +110.9% | -13.5% | +124.3% | +124.0% |
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