+258.1%
MTZ vs MSCI
+33.6%
+224.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -2.3% | +11.8% | +9.7% |
| 7D | -6.4% | +2.8% | -9.3% | -6.8% |
| 30D | -22.1% | +15.4% | -37.5% | -23.6% |
| 3M | -32.7% | +13.4% | -46.1% | -33.9% |
| 6M | -59.8% | +10.9% | -70.7% | -60.9% |
| YTD | -19.9% | +13.0% | -32.9% | -23.0% |
| 1Y | -11.5% | +12.0% | -23.5% | -14.7% |
| 3Y | +258.1% | +34.1% | +224.0% | +203.9% |
| All | +258.1% | +33.6% | +224.5% | +203.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling