-59.8%
MTZ vs GFS
-48.7%
-11.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +6.2% | +3.3% | +6.6% |
| 7D | -6.4% | -7.8% | +1.4% | -2.6% |
| 30D | -22.1% | -19.7% | -2.4% | -14.8% |
| 3M | -32.7% | -23.1% | -9.6% | -24.9% |
| 6M | -59.8% | -46.4% | -13.4% | -48.0% |
| All | -59.8% | -48.7% | -11.2% | -48.0% |
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 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