-11.5%
MTZ vs MSCI
+14.2%
-25.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -2.3% | +11.8% | +8.5% |
| 7D | -6.4% | +2.8% | -9.3% | -5.0% |
| 30D | -22.1% | +15.4% | -37.5% | -17.3% |
| 3M | -32.7% | +13.4% | -46.1% | -28.9% |
| 6M | -59.8% | +10.9% | -70.7% | -57.6% |
| YTD | -19.9% | +13.0% | -32.9% | -15.0% |
| 1Y | -11.5% | +12.0% | -23.5% | -5.6% |
| All | -11.5% | +14.2% | -25.7% | -5.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling