-13.4%
MTZ vs IAG
+44.1%
-57.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +7.2% | +2.3% | +8.0% |
| 7D | -6.4% | +21.4% | -27.9% | -10.6% |
| 30D | -22.1% | +4.0% | -26.1% | -22.8% |
| 3M | -32.7% | +17.0% | -49.7% | -35.8% |
| 6M | -59.8% | +1.4% | -61.2% | -61.0% |
| YTD | -19.9% | +13.8% | -33.7% | -25.7% |
| All | -13.4% | +44.1% | -57.5% | -27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 1y: compounded portfolio wealth divided by compounded IAG 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…
1y analysis · Full analysis span regression · 6 months rolling