-21.9%
MTZ vs GFS
-5.3%
-16.7%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.5% | +0.6% | +1.4% |
| 7D | -1.6% | +1.0% | -2.6% | -2.1% |
| 30D | -11.1% | -8.6% | -2.5% | -7.2% |
| 3M | -36.7% | -46.5% | +9.8% | -19.4% |
| 6M | -21.9% | -4.8% | -17.1% | -19.6% |
| All | -21.9% | -5.3% | -16.7% | -19.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling