+444.4%
MTZ vs MSCI
+809.1%
-364.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.7% | +3.9% | +4.4% |
| 7D | +12.9% | -1.9% | +14.8% | +13.6% |
| 30D | -8.5% | +16.5% | -25.0% | -14.2% |
| 3M | -30.6% | +18.2% | -48.8% | -35.5% |
| 6M | -55.1% | +14.0% | -69.1% | -58.4% |
| YTD | -13.0% | +16.6% | -29.6% | -21.1% |
| 1Y | -4.3% | +14.8% | -19.1% | -12.7% |
| 3Y | +284.0% | +33.3% | +250.8% | +220.0% |
| 5Y | +97.7% | +9.1% | +88.6% | +74.1% |
| 10Y | +444.4% | +820.4% | -376.0% | +93.4% |
| All | +444.4% | +809.1% | -364.7% | +93.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 10y: compounded portfolio wealth divided by compounded MSCI 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…
10y analysis · Full analysis span regression · 6 months rolling