+272.3%
MTZ vs GFS
-19.0%
+291.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.7% | +1.4% | -0.2% |
| 7D | +5.0% | +7.4% | -2.4% | +2.3% |
| 30D | -6.0% | -15.3% | +9.3% | -0.3% |
| 3M | -36.1% | -21.1% | -15.0% | -30.6% |
| 6M | -56.9% | -44.5% | -12.4% | -47.6% |
| YTD | -15.9% | +19.2% | -35.1% | -22.8% |
| 1Y | -3.8% | +27.2% | -31.1% | -13.7% |
| 3Y | +272.3% | -20.1% | +292.4% | +276.2% |
| All | +272.3% | -19.0% | +291.3% | +276.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling