+74.8%
MTZ vs GFS
-38.3%
+113.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +6.2% | +3.3% | +7.4% |
| 7D | -6.4% | -7.8% | +1.4% | -3.5% |
| 30D | -22.1% | -19.7% | -2.4% | -16.4% |
| 3M | -32.7% | -23.1% | -9.6% | -26.9% |
| 6M | -59.8% | -46.4% | -13.4% | -51.3% |
| YTD | -19.9% | +11.0% | -30.9% | -24.0% |
| 1Y | -11.5% | +12.6% | -24.1% | -16.4% |
| 3Y | +258.1% | -24.9% | +283.0% | +266.1% |
| All | +74.8% | -38.3% | +113.1% | +76.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling