+492.6%
MTZ vs MSCI
+799.4%
-306.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +0.8% | +7.7% | +8.3% |
| 7D | -2.4% | +1.5% | -3.9% | -3.4% |
| 30D | -11.1% | +14.4% | -25.5% | -16.1% |
| 3M | -30.6% | +15.2% | -45.8% | -34.9% |
| 6M | -54.4% | +11.2% | -65.6% | -57.3% |
| YTD | -13.0% | +13.9% | -27.0% | -20.5% |
| 1Y | -5.7% | +12.5% | -18.2% | -13.3% |
| 3Y | +297.2% | +32.3% | +264.9% | +231.7% |
| 5Y | +95.9% | +4.9% | +91.0% | +75.4% |
| 10Y | +492.6% | +779.7% | -287.1% | +120.1% |
| All | +492.6% | +799.4% | -306.8% | +120.1% |
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