+697.8%
MTZ vs MSCI
+610.9%
+87.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.3% | +2.4% | +2.2% |
| 7D | -1.6% | +0.4% | -2.0% | -1.8% |
| 30D | -11.1% | +0.6% | -11.6% | -11.4% |
| 3M | -36.7% | -7.1% | -29.6% | -35.8% |
| 6M | -21.9% | +0.8% | -22.8% | -24.1% |
| YTD | +9.1% | +1.0% | +8.1% | +5.3% |
| 1Y | +30.0% | +4.3% | +25.6% | +22.6% |
| 3Y | +138.5% | +9.9% | +128.5% | +116.3% |
| 5Y | +158.3% | -6.8% | +165.1% | +142.7% |
| All | +697.8% | +610.9% | +87.0% | +197.3% |
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